+87.7%
HST vs PEGA
+44.6%
+43.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | +3.6% | -4.6% | +8.2% | +4.2% |
| 30D | +9.9% | -6.8% | +16.7% | +10.8% |
| 3M | +12.9% | +2.6% | +10.4% | +12.3% |
| 6M | +22.9% | -5.4% | +28.2% | +22.7% |
| YTD | +52.4% | -46.0% | +98.5% | +63.7% |
| 1Y | +52.5% | -45.6% | +98.2% | +63.5% |
| All | +87.7% | +44.6% | +43.1% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling