+1,554.2%
HD vs AGNC
+625.5%
+928.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.3% |
| 7D | -3.9% | -4.4% | +0.5% | -2.1% |
| 30D | -13.1% | -5.4% | -7.7% | -11.2% |
| 3M | -3.4% | +3.5% | -6.9% | -4.7% |
| 6M | -12.6% | +1.7% | -14.3% | -13.1% |
| YTD | -9.2% | +3.9% | -13.1% | -10.7% |
| 1Y | -23.9% | +13.8% | -37.8% | -27.9% |
| 3Y | +0.4% | +63.3% | -62.9% | -18.2% |
| 5Y | +4.5% | +27.5% | -22.9% | -7.9% |
| 10Y | +205.4% | +83.8% | +121.6% | +125.9% |
| All | +1,554.2% | +625.5% | +928.6% | +437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling