+137.1%
HST vs PEGA
+94.5%
+42.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -1.3% | -8.6% | +7.4% | +0.7% |
| 30D | +13.4% | -10.1% | +23.5% | +15.9% |
| 3M | +16.7% | -4.7% | +21.4% | +17.3% |
| 6M | +24.0% | -8.0% | +32.0% | +24.3% |
| YTD | +54.0% | -47.1% | +101.1% | +73.3% |
| 1Y | +55.0% | -47.5% | +102.5% | +74.4% |
| 3Y | +89.3% | +40.2% | +49.1% | +54.0% |
| 5Y | +85.4% | -45.7% | +131.2% | +92.2% |
| 10Y | +137.1% | +85.1% | +52.1% | +82.5% |
| All | +137.1% | +94.5% | +42.7% | +82.5% |
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