+951.2%
HIG vs EVRG
+1,016.8%
-65.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.3% | -0.7% | -1.6% | -1.9% |
| 30D | -1.2% | 0.0% | -1.2% | -1.3% |
| 3M | +6.3% | -1.0% | +7.3% | +6.7% |
| 6M | +0.6% | +1.0% | -0.4% | -0.3% |
| YTD | +0.6% | +15.1% | -14.5% | -7.5% |
| 1Y | +6.1% | +17.6% | -11.5% | -3.8% |
| 3Y | +102.0% | +70.5% | +31.5% | +47.0% |
| 5Y | +119.2% | +48.9% | +70.3% | +69.3% |
| 10Y | +312.5% | +112.8% | +199.7% | +147.3% |
| All | +951.2% | +1,016.8% | -65.6% | +158.0% |
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 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