-46.7%
HUBS vs AGNC
+22.6%
-69.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -5.0% | -1.2% | -3.8% | -5.0% |
| 30D | -1.0% | +0.9% | -2.0% | -0.9% |
| 3M | +12.4% | +7.0% | +5.4% | +14.7% |
| 6M | -11.1% | +3.9% | -15.0% | -11.6% |
| YTD | -38.3% | +8.5% | -46.8% | -38.7% |
| 1Y | -46.7% | +19.6% | -66.2% | -47.5% |
| All | -46.7% | +22.6% | -69.2% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling