+101.3%
HIMS vs EVRG
+79.5%
+21.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -24.1% | +1.4% | -25.5% | -24.2% |
| 30D | -28.8% | +7.4% | -36.2% | -29.1% |
| 3M | -31.4% | +7.2% | -38.6% | -31.7% |
| 6M | -18.3% | +9.5% | -27.7% | -18.8% |
| YTD | -39.2% | +25.6% | -64.8% | -40.5% |
| 1Y | -45.3% | +20.4% | -65.6% | -46.2% |
| 3Y | +181.9% | +108.8% | +73.0% | +161.9% |
| 5Y | +166.6% | +68.0% | +98.7% | +152.5% |
| All | +101.3% | +79.5% | +21.8% | +89.1% |
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 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