+152.3%
HUM vs AGNC
+83.7%
+68.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +2.1% | -4.7% | +6.8% | +3.3% |
| 30D | +5.4% | -5.7% | +11.1% | +6.9% |
| 3M | +11.4% | +1.9% | +9.6% | +10.7% |
| 6M | +141.5% | +1.8% | +139.7% | +139.4% |
| YTD | +61.2% | +3.4% | +57.7% | +58.7% |
| 1Y | +49.2% | +13.6% | +35.5% | +43.1% |
| 3Y | -9.0% | +60.4% | -69.4% | -21.3% |
| 5Y | +7.2% | +27.0% | -19.8% | -0.4% |
| All | +152.3% | +83.7% | +68.6% | +127.1% |
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