+107.3%
HST vs PEGA
+176.8%
-69.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.0% |
| 7D | +2.0% | -2.4% | +4.4% | +2.5% |
| 30D | -5.2% | +9.6% | -14.9% | -7.4% |
| 3M | -6.2% | +2.3% | -8.6% | -7.6% |
| 6M | +20.4% | -23.9% | +44.3% | +26.1% |
| YTD | +30.6% | -39.8% | +70.4% | +43.1% |
| 1Y | +37.4% | -37.4% | +74.8% | +48.1% |
| 3Y | +66.1% | +53.1% | +13.0% | +33.8% |
| 5Y | +73.7% | -47.2% | +120.9% | +84.2% |
| All | +107.3% | +176.8% | -69.5% | +54.8% |
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