+821.5%
HUT vs AGNC
+62.2%
+759.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.3% |
| 7D | +5.4% | -4.7% | +10.1% | +11.2% |
| 30D | +8.6% | -5.7% | +14.3% | +15.6% |
| 3M | -15.2% | +1.9% | -17.1% | -18.6% |
| 6M | +92.9% | +1.8% | +91.1% | +86.8% |
| YTD | +114.6% | +3.4% | +111.2% | +106.7% |
| 1Y | +208.5% | +13.6% | +194.9% | +169.3% |
| 3Y | +821.5% | +60.4% | +761.1% | +535.2% |
| All | +821.5% | +62.2% | +759.3% | +535.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling