+301.7%
HIG vs EVRG
+113.9%
+187.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -0.4% | -1.2% | +0.9% | +0.2% |
| 3M | +6.7% | -0.6% | +7.3% | +6.8% |
| 6M | +2.0% | +2.4% | -0.5% | +0.5% |
| YTD | +0.3% | +15.5% | -15.2% | -6.9% |
| 1Y | +4.2% | +16.8% | -12.6% | -3.9% |
| 3Y | +102.2% | +75.0% | +27.2% | +52.2% |
| 5Y | +118.5% | +49.3% | +69.2% | +75.6% |
| All | +301.7% | +113.9% | +187.8% | +189.0% |
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