+654.4%
HBM vs PEGA
+958.1%
-303.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.2% | +9.9% | +7.0% |
| 7D | +7.4% | -2.4% | +9.8% | +8.0% |
| 30D | +5.1% | +9.6% | -4.6% | +1.7% |
| 3M | +11.1% | +2.3% | +8.8% | +8.1% |
| 6M | +30.2% | -23.9% | +54.1% | +37.8% |
| YTD | +46.2% | -39.8% | +86.0% | +63.9% |
| 1Y | +120.0% | -37.4% | +157.5% | +141.3% |
| 3Y | +527.4% | +53.1% | +474.3% | +377.6% |
| 5Y | +400.4% | -47.2% | +447.6% | +414.6% |
| 10Y | +621.5% | +174.3% | +447.2% | +340.1% |
| All | +654.4% | +958.1% | -303.7% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling