+308.1%
HUBS vs AGNC
+83.7%
+224.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -9.0% | -4.7% | -4.3% | -6.7% |
| 30D | +7.2% | -5.7% | +12.9% | +10.7% |
| 3M | +20.9% | +1.9% | +19.0% | +20.2% |
| 6M | -13.0% | +1.8% | -14.8% | -14.4% |
| YTD | -43.8% | +3.4% | -47.3% | -45.7% |
| 1Y | -54.6% | +13.6% | -68.2% | -58.4% |
| 3Y | -58.5% | +60.4% | -118.8% | -68.7% |
| 5Y | -66.4% | +27.0% | -93.4% | -71.9% |
| All | +308.1% | +83.7% | +224.5% | +180.3% |
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