+534.0%
HAL vs EVRG
+2,261.4%
-1,727.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | +6.1% | +1.4% | +4.7% | +5.5% |
| 30D | +2.9% | +7.4% | -4.5% | -0.4% |
| 3M | +3.3% | +7.2% | -3.9% | 0.0% |
| 6M | -16.9% | +9.5% | -26.4% | -20.6% |
| YTD | +21.2% | +25.6% | -4.4% | +8.6% |
| 1Y | +27.5% | +20.3% | +7.2% | +16.3% |
| 3Y | -6.4% | +108.8% | -115.2% | -34.2% |
| 5Y | +58.0% | +67.9% | -9.9% | +21.1% |
| 10Y | -14.6% | +124.6% | -139.2% | -43.7% |
| All | +534.0% | +2,261.4% | -1,727.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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