+4.5%
HD vs AGNC
+26.7%
-22.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -3.8% | -4.7% | +0.9% | -1.8% |
| 30D | -9.4% | -5.7% | -3.8% | -7.1% |
| 3M | -4.6% | +1.9% | -6.5% | -5.3% |
| 6M | -10.1% | +1.8% | -11.9% | -10.7% |
| YTD | -8.3% | +3.4% | -11.8% | -9.8% |
| 1Y | -25.0% | +13.6% | -38.6% | -29.1% |
| 3Y | +1.5% | +60.4% | -58.8% | -17.0% |
| All | +4.5% | +26.7% | -22.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling