+642.7%
HUBS vs PEGA
+284.3%
+358.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -4.1% |
| 7D | -12.4% | -5.3% | -7.1% | -9.3% |
| 30D | +1.4% | +8.3% | -6.9% | -3.0% |
| 3M | +16.0% | +8.9% | +7.0% | +10.5% |
| 6M | -17.0% | -19.7% | +2.7% | -3.8% |
| YTD | -44.3% | -39.9% | -4.4% | -22.7% |
| 1Y | -54.3% | -36.4% | -17.9% | -39.6% |
| 3Y | -58.4% | +52.8% | -111.2% | -73.5% |
| 5Y | -66.7% | -45.7% | -21.0% | -57.6% |
| 10Y | +315.9% | +178.5% | +137.4% | +104.8% |
| All | +642.7% | +284.3% | +358.4% | +235.2% |
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 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