+420.1%
HUT vs PEGA
+21.2%
+398.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | -26.8% | +5.8% | -32.6% | -32.0% |
| 6M | +72.6% | -20.3% | +92.8% | +83.5% |
| YTD | +103.6% | -37.1% | +140.8% | +143.3% |
| 1Y | +265.3% | -30.2% | +295.5% | +300.2% |
| 3Y | +689.4% | +48.1% | +641.3% | +372.9% |
| 5Y | +75.3% | -46.8% | +122.1% | +96.8% |
| All | +420.1% | +21.2% | +398.9% | +314.2% |
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