+107.6%
EVRG vs ALHC
+25.0%
+82.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | +7.5% | -9.6% | +17.1% | +7.8% |
| 3M | +6.8% | -44.5% | +51.4% | +8.8% |
| 6M | +7.7% | -59.2% | +66.9% | +10.5% |
| YTD | +24.9% | -62.0% | +86.9% | +28.0% |
| 1Y | +18.1% | -54.8% | +72.9% | +20.2% |
| All | +107.6% | +25.0% | +82.6% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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