+467.2%
HUT vs PEGA
+46.3%
+420.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -7.4% |
| 7D | +9.3% | +0.1% | +9.3% | +9.2% |
| 30D | -23.1% | -4.1% | -19.0% | -22.7% |
| 3M | -30.6% | -2.8% | -27.8% | -31.0% |
| 6M | -46.9% | -0.4% | -46.4% | -48.5% |
| YTD | +25.3% | -45.4% | +70.7% | +46.4% |
| 1Y | +59.8% | -42.6% | +102.4% | +84.0% |
| 3Y | +467.2% | +45.4% | +421.8% | +296.9% |
| All | +467.2% | +46.3% | +420.9% | +296.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling