+137.9%
HST vs PEGA
+99.2%
+38.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.5% |
| 7D | -1.1% | -10.0% | +8.8% | +1.2% |
| 30D | +11.6% | -12.7% | +24.3% | +14.8% |
| 3M | +9.5% | -4.6% | +14.1% | +10.0% |
| 6M | +18.9% | -13.1% | +32.0% | +20.8% |
| YTD | +51.0% | -47.6% | +98.5% | +70.3% |
| 1Y | +53.0% | -47.0% | +100.0% | +71.7% |
| 3Y | +87.5% | +42.0% | +45.5% | +51.8% |
| 5Y | +76.7% | -47.8% | +124.5% | +85.6% |
| 10Y | +137.9% | +92.0% | +45.9% | +76.1% |
| All | +137.9% | +99.2% | +38.7% | +76.1% |
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 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