+57.5%
HUM vs AGNC
-0.6%
+58.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | +2.1% | +2.8% | -0.7% | +1.8% |
| 3M | +13.4% | -14.2% | +27.6% | +14.8% |
| 6M | +72.7% | -11.7% | +84.4% | +73.9% |
| YTD | +62.3% | -7.7% | +70.0% | +46.3% |
| 1Y | +57.5% | -1.2% | +58.6% | +25.6% |
| All | +57.5% | -0.6% | +58.1% | +25.6% |
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 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