+123.1%
HST vs AGNC
+648.3%
-525.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.0% |
| 7D | -0.3% | -1.0% | +0.7% | +0.4% |
| 30D | -2.8% | -1.2% | -1.5% | -2.0% |
| 3M | -6.5% | +5.4% | -11.8% | -10.3% |
| 6M | +20.7% | +6.7% | +14.0% | +14.4% |
| YTD | +30.5% | +7.1% | +23.3% | +22.9% |
| 1Y | +36.8% | +16.3% | +20.5% | +21.1% |
| 3Y | +65.9% | +68.5% | -2.6% | +8.9% |
| 5Y | +73.9% | +31.4% | +42.5% | +33.5% |
| 10Y | +107.0% | +89.6% | +17.5% | +10.0% |
| All | +123.1% | +648.3% | -525.2% | -78.6% |
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