+51.0%
HPQ vs AGNC
+26.7%
+24.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.4% | +8.8% | +8.6% |
| 7D | +9.8% | -4.7% | +14.5% | +11.9% |
| 30D | +22.4% | -5.7% | +28.0% | +25.2% |
| 3M | +45.2% | +1.9% | +43.3% | +43.5% |
| 6M | +96.4% | +1.8% | +94.6% | +93.6% |
| YTD | +65.4% | +3.4% | +61.9% | +61.2% |
| 1Y | +31.6% | +13.6% | +18.0% | +22.7% |
| 3Y | +37.0% | +60.4% | -23.3% | +9.3% |
| All | +51.0% | +26.7% | +24.3% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling