+58.4%
HAS vs EVRG
+114.4%
-56.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -3.1% | +0.9% | -4.0% | -3.5% |
| 30D | -2.7% | -0.5% | -2.2% | -2.6% |
| 3M | +8.9% | +1.5% | +7.4% | +8.0% |
| 6M | -2.9% | +1.2% | -4.1% | -3.7% |
| YTD | +12.6% | +16.3% | -3.7% | +5.1% |
| 1Y | +17.5% | +20.3% | -2.8% | +7.9% |
| 3Y | +46.2% | +72.3% | -26.1% | +14.0% |
| 5Y | +12.6% | +46.7% | -34.1% | -7.0% |
| All | +58.4% | +114.4% | -56.0% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling