+228.7%
HL vs AGNC
+26.7%
+202.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -4.4% | -4.7% | +0.3% | -1.4% |
| 30D | +9.3% | -5.7% | +15.0% | +13.5% |
| 3M | +32.0% | +1.9% | +30.1% | +30.6% |
| 6M | -6.4% | +1.8% | -8.2% | -7.1% |
| YTD | +3.1% | +3.4% | -0.3% | +2.3% |
| 1Y | +77.6% | +13.6% | +64.0% | +66.8% |
| 3Y | +392.8% | +60.4% | +332.5% | +281.0% |
| All | +228.7% | +26.7% | +202.0% | +198.8% |
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