+129.2%
HPE vs AGNC
+22.6%
+106.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | -2.3% | +0.9% | -3.2% | -2.5% |
| 3M | -2.9% | +7.0% | -9.8% | -4.6% |
| 6M | +143.6% | +3.9% | +139.7% | +138.8% |
| YTD | +118.5% | +8.5% | +110.0% | +111.9% |
| 1Y | +129.2% | +19.6% | +109.6% | +111.6% |
| All | +129.2% | +22.6% | +106.6% | +111.6% |
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 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