+453.2%
HUT vs PEGA
+16.1%
+437.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.2% | +10.5% | +8.5% |
| 7D | +28.3% | -2.4% | +30.7% | +29.7% |
| 30D | +12.3% | +9.6% | +2.7% | +5.7% |
| 3M | -16.8% | +2.3% | -19.1% | -21.7% |
| 6M | +111.4% | -23.9% | +135.3% | +129.9% |
| YTD | +116.6% | -39.8% | +156.3% | +164.0% |
| 1Y | +290.5% | -37.4% | +327.9% | +354.8% |
| 3Y | +792.3% | +53.1% | +739.1% | +416.6% |
| 5Y | +94.1% | -47.2% | +141.4% | +117.9% |
| All | +453.2% | +16.1% | +437.0% | +349.4% |
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