+192.7%
HUT vs PEGA
+5.1%
+187.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -3.5% | +18.1% | +16.3% |
| 7D | -11.4% | -4.5% | -6.9% | -9.6% |
| 30D | -41.0% | -5.7% | -35.4% | -39.9% |
| 3M | -41.9% | +2.6% | -44.5% | -44.6% |
| 6M | -51.7% | -10.6% | -41.1% | -52.3% |
| YTD | +14.6% | -45.5% | +60.1% | +44.3% |
| 1Y | +21.4% | -44.8% | +66.2% | +52.7% |
| 3Y | +359.8% | +45.5% | +314.3% | +166.6% |
| 5Y | -27.5% | -45.3% | +17.8% | -22.1% |
| All | +192.7% | +5.1% | +187.6% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling