+176.0%
HPQ vs AGNC
+622.7%
-446.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.4% | +8.8% | +8.6% |
| 7D | +9.8% | -4.7% | +14.5% | +11.8% |
| 30D | +22.4% | -5.7% | +28.0% | +25.1% |
| 3M | +45.2% | +1.9% | +43.3% | +43.6% |
| 6M | +96.4% | +1.8% | +94.6% | +93.8% |
| YTD | +65.4% | +3.4% | +61.9% | +61.6% |
| 1Y | +31.6% | +13.6% | +18.0% | +23.5% |
| 3Y | +37.0% | +60.4% | -23.3% | +10.3% |
| 5Y | +53.0% | +27.0% | +26.0% | +33.5% |
| 10Y | +257.2% | +83.1% | +174.2% | +164.6% |
| All | +176.0% | +622.7% | -446.7% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling