+563.1%
HPE vs AGNC
+83.7%
+479.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +12.6% |
| 7D | +19.4% | -4.7% | +24.1% | +21.9% |
| 30D | +5.6% | -5.7% | +11.3% | +8.2% |
| 3M | +33.1% | +1.9% | +31.2% | +31.3% |
| 6M | +192.5% | +1.8% | +190.7% | +188.0% |
| YTD | +160.9% | +3.4% | +157.5% | +154.7% |
| 1Y | +155.0% | +13.6% | +141.4% | +138.5% |
| 3Y | +289.4% | +60.4% | +229.0% | +209.7% |
| 5Y | +395.7% | +27.0% | +368.7% | +332.8% |
| All | +563.1% | +83.7% | +479.4% | +414.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling