+40.0%
HLT vs AGNC
-0.6%
+40.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +14.6% | +2.8% | +11.8% | +13.2% |
| 3M | +13.9% | -14.2% | +28.1% | +20.2% |
| 6M | +18.3% | -11.7% | +30.0% | +22.8% |
| YTD | +28.9% | -7.7% | +36.6% | +27.2% |
| 1Y | +40.0% | -1.2% | +41.2% | +28.9% |
| All | +40.0% | -0.6% | +40.6% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling