+1,754.0%
HCA vs EVRG
+454.2%
+1,299.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +3.0% | -1.2% | +4.2% | +3.4% |
| 3M | +13.0% | -0.6% | +13.6% | +13.1% |
| 6M | -20.3% | +2.4% | -22.7% | -21.4% |
| YTD | -8.2% | +15.5% | -23.7% | -14.5% |
| 1Y | +6.7% | +16.8% | -10.1% | -1.2% |
| 3Y | +60.4% | +75.0% | -14.6% | +21.7% |
| 5Y | +73.4% | +49.3% | +24.1% | +40.9% |
| 10Y | +506.9% | +113.5% | +393.5% | +315.6% |
| All | +1,754.0% | +454.2% | +1,299.8% | +502.5% |
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