+448.2%
HUT vs AGNC
+60.8%
+387.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.2% |
| 7D | +5.4% | -4.7% | +10.1% | +10.3% |
| 30D | +8.6% | -5.7% | +14.3% | +14.7% |
| 3M | -15.2% | +1.9% | -17.1% | -17.7% |
| 6M | +92.9% | +1.8% | +91.1% | +89.2% |
| YTD | +114.6% | +3.4% | +111.2% | +109.3% |
| 1Y | +208.5% | +13.6% | +194.9% | +175.9% |
| 3Y | +821.5% | +60.4% | +761.1% | +520.0% |
| 5Y | +101.8% | +27.0% | +74.9% | +70.5% |
| All | +448.2% | +60.8% | +387.4% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling