+622.3%
HWM vs AGNC
+26.7%
+595.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -11.4% | -4.7% | -6.7% | -9.8% |
| 30D | -18.5% | -5.7% | -12.8% | -16.6% |
| 3M | -13.2% | +1.9% | -15.0% | -14.2% |
| 6M | -8.7% | +1.8% | -10.5% | -9.7% |
| YTD | +12.2% | +3.4% | +8.7% | +10.1% |
| 1Y | +24.9% | +13.6% | +11.3% | +18.0% |
| 3Y | +383.9% | +60.4% | +323.6% | +293.3% |
| All | +622.3% | +26.7% | +595.7% | +624.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling