+86.3%
HUT vs PEGA
-46.5%
+132.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.7% |
| 7D | +17.8% | +3.3% | +14.5% | +15.9% |
| 30D | +0.8% | +17.7% | -16.9% | -8.1% |
| 3M | -26.8% | +5.8% | -32.6% | -31.7% |
| 6M | +72.6% | -20.3% | +92.8% | +84.3% |
| YTD | +103.6% | -37.1% | +140.8% | +144.4% |
| 1Y | +265.3% | -30.2% | +295.5% | +301.8% |
| 3Y | +689.4% | +48.1% | +641.3% | +362.8% |
| All | +86.3% | -46.5% | +132.8% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling