+290.5%
HUT vs PEGA
-35.6%
+326.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.2% | +10.5% | +6.4% |
| 7D | +28.3% | -2.4% | +30.7% | +28.3% |
| 30D | +12.3% | +9.6% | +2.7% | +12.2% |
| 3M | -16.8% | +2.3% | -19.1% | -15.0% |
| 6M | +111.4% | -23.9% | +135.3% | +131.6% |
| YTD | +116.6% | -39.8% | +156.3% | +136.9% |
| 1Y | +290.5% | -37.4% | +327.9% | +351.1% |
| All | +290.5% | -35.6% | +326.0% | +351.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling