+244.6%
HUT vs PEGA
+4.0%
+240.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.5% |
| 7D | +34.9% | -4.6% | +39.4% | +37.4% |
| 30D | -25.9% | -6.8% | -19.1% | -23.9% |
| 3M | -31.7% | +2.6% | -34.3% | -34.8% |
| 6M | -42.2% | -5.4% | -36.9% | -44.8% |
| YTD | +34.9% | -46.0% | +80.9% | +70.4% |
| 1Y | +48.5% | -45.6% | +94.1% | +87.7% |
| 3Y | +471.2% | +43.2% | +428.0% | +233.8% |
| 5Y | -18.9% | -45.3% | +26.4% | -13.4% |
| All | +244.6% | +4.0% | +240.5% | +190.0% |
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