+44.3%
HOOD vs AGNC
+2.9%
+41.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.4% | +1.0% |
| 7D | -9.1% | -4.4% | -4.7% | -5.4% |
| 30D | +20.1% | -5.4% | +25.5% | +26.1% |
| 3M | +31.2% | +3.5% | +27.8% | +23.8% |
| 6M | +44.3% | +1.7% | +42.6% | +39.1% |
| All | +44.3% | +2.9% | +41.4% | +39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling