+1,547.2%
HWM vs AGNC
+71.7%
+1,475.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -0.5% |
| 7D | -12.5% | -4.4% | -8.1% | -10.5% |
| 30D | -19.0% | -5.4% | -13.6% | -16.7% |
| 3M | -8.6% | +3.5% | -12.1% | -10.6% |
| 6M | -10.2% | +1.7% | -11.9% | -11.4% |
| YTD | +11.3% | +3.9% | +7.5% | +8.5% |
| 1Y | +24.3% | +13.8% | +10.4% | +15.2% |
| 3Y | +382.3% | +63.3% | +318.9% | +260.6% |
| 5Y | +640.6% | +27.5% | +613.1% | +534.7% |
| All | +1,547.2% | +71.7% | +1,475.5% | +1,177.0% |
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