+521.4%
HST vs PEGA
+1,036.4%
-515.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | +0.4% |
| 7D | -2.7% | -4.5% | +1.8% | -2.1% |
| 30D | +10.7% | -5.7% | +16.4% | +11.5% |
| 3M | +6.3% | +2.7% | +3.6% | +5.6% |
| 6M | +19.0% | -10.5% | +29.5% | +19.7% |
| YTD | +47.0% | -45.4% | +92.5% | +56.6% |
| 1Y | +53.4% | -44.7% | +98.2% | +63.0% |
| 3Y | +78.0% | +45.7% | +32.3% | +61.9% |
| 5Y | +71.7% | -45.3% | +116.9% | +72.1% |
| 10Y | +146.2% | +102.6% | +43.6% | +108.7% |
| All | +521.4% | +1,036.4% | -515.0% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling