+636.8%
HLT vs PEGA
+202.0%
+434.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -1.5% | -6.1% | +4.7% | -0.1% |
| 30D | -1.2% | +6.4% | -7.6% | -2.8% |
| 3M | -10.3% | +2.9% | -13.3% | -11.8% |
| 6M | +1.3% | -23.8% | +25.1% | +5.7% |
| YTD | +7.0% | -41.1% | +48.1% | +17.1% |
| 1Y | +11.9% | -38.2% | +50.1% | +20.4% |
| 3Y | +100.7% | +49.8% | +50.8% | +64.4% |
| 5Y | +147.5% | -48.0% | +195.5% | +156.9% |
| 10Y | +586.5% | +173.1% | +413.4% | +362.4% |
| All | +636.8% | +202.0% | +434.8% | +377.1% |
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