+121.3%
HBM vs PEGA
-30.0%
+151.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -1.0% |
| 7D | -6.4% | +3.3% | -9.6% | -6.3% |
| 30D | +5.9% | +17.7% | -11.8% | +6.3% |
| 3M | -8.9% | +5.8% | -14.7% | -7.5% |
| 6M | +10.7% | -20.3% | +30.9% | +13.7% |
| YTD | +38.3% | -37.1% | +75.4% | +46.9% |
| 1Y | +121.3% | -30.2% | +151.5% | +129.7% |
| All | +121.3% | -30.0% | +151.3% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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