+3,324.5%
HAS vs EVRG
+2,068.9%
+1,255.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.8% | +1.1% | -2.9% | -2.2% |
| 30D | +2.3% | -1.0% | +3.3% | +2.5% |
| 3M | +10.4% | +0.4% | +10.0% | +10.1% |
| 6M | -3.2% | -0.8% | -2.4% | -3.2% |
| YTD | +15.4% | +15.3% | +0.1% | +10.0% |
| 1Y | +18.8% | +17.9% | +0.9% | +12.3% |
| 3Y | +43.9% | +71.9% | -28.0% | +20.2% |
| 5Y | +13.9% | +45.3% | -31.4% | -0.5% |
| 10Y | +56.4% | +113.1% | -56.6% | +19.8% |
| All | +3,324.5% | +2,068.9% | +1,255.6% | +1,250.1% |
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