+588.2%
HBM vs PEGA
+184.6%
+403.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -1.0% |
| 7D | -3.3% | -3.0% | -0.3% | -2.5% |
| 30D | -4.8% | +15.9% | -20.7% | -9.7% |
| 3M | -0.4% | +10.8% | -11.3% | -5.9% |
| 6M | +17.9% | -16.5% | +34.4% | +21.7% |
| YTD | +33.7% | -39.0% | +72.7% | +51.4% |
| 1Y | +95.6% | -37.3% | +132.9% | +116.9% |
| 3Y | +458.1% | +59.2% | +399.0% | +293.6% |
| 5Y | +329.0% | -44.9% | +373.9% | +376.2% |
| All | +588.2% | +184.6% | +403.6% | +237.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling