+265.3%
HUT vs AGNC
+22.6%
+242.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.3% |
| 7D | +17.8% | -1.2% | +19.0% | +19.4% |
| 30D | +0.8% | +0.9% | -0.1% | -0.5% |
| 3M | -26.8% | +7.0% | -33.8% | -35.2% |
| 6M | +72.6% | +3.9% | +68.7% | +58.4% |
| YTD | +103.6% | +8.5% | +95.1% | +84.2% |
| 1Y | +265.3% | +19.6% | +245.7% | +217.4% |
| All | +265.3% | +22.6% | +242.7% | +217.4% |
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