+82.3%
HST vs PEGA
-44.5%
+126.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | +11.2% | -4.1% | +15.3% | +11.8% |
| 3M | +13.1% | -2.8% | +15.9% | +13.3% |
| 6M | +23.9% | -0.4% | +24.4% | +22.6% |
| YTD | +52.3% | -45.4% | +97.7% | +65.4% |
| 1Y | +56.7% | -42.6% | +99.3% | +68.4% |
| 3Y | +87.5% | +45.4% | +42.1% | +61.6% |
| All | +82.3% | -44.5% | +126.8% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling