+234.8%
HPQ vs AGNC
+80.1%
+154.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +5.2% | -5.3% | +10.5% | +7.8% |
| 30D | +14.1% | -6.9% | +21.0% | +17.7% |
| 3M | +36.1% | +1.2% | +34.9% | +34.9% |
| 6M | +83.7% | +5.6% | +78.1% | +77.8% |
| YTD | +58.6% | +2.8% | +55.8% | +54.7% |
| 1Y | +27.8% | +13.5% | +14.3% | +18.7% |
| 3Y | +38.4% | +55.3% | -16.9% | +9.3% |
| 5Y | +49.0% | +26.9% | +22.2% | +28.9% |
| 10Y | +234.8% | +79.7% | +155.1% | +146.6% |
| All | +234.8% | +80.1% | +154.6% | +146.6% |
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 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