+180.7%
HIMS vs EVRG
+65.0%
+115.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -8.2% | -1.2% | -7.0% | -8.2% |
| 3M | -4.7% | -0.6% | -4.1% | -4.8% |
| 6M | +6.3% | +2.4% | +3.9% | +5.9% |
| YTD | -15.3% | +15.5% | -30.7% | -16.7% |
| 1Y | -46.9% | +16.8% | -63.7% | -47.8% |
| 3Y | +321.3% | +75.0% | +246.3% | +295.8% |
| 5Y | +215.8% | +49.3% | +166.5% | +200.5% |
| All | +180.7% | +65.0% | +115.7% | +164.8% |
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