+217.0%
HUT vs PEGA
+1.1%
+216.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.9% | +12.2% | +10.2% |
| 7D | +3.7% | -10.0% | +13.6% | +8.7% |
| 30D | -32.3% | -12.7% | -19.7% | -28.3% |
| 3M | -35.6% | -4.6% | -31.0% | -36.3% |
| 6M | -42.1% | -13.1% | -29.0% | -42.2% |
| YTD | +24.1% | -47.6% | +71.7% | +59.0% |
| 1Y | +27.9% | -47.0% | +74.9% | +63.8% |
| 3Y | +409.1% | +42.0% | +367.1% | +197.2% |
| 5Y | -25.9% | -47.8% | +21.9% | -18.7% |
| All | +217.0% | +1.1% | +216.0% | +170.7% |
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