+181.9%
HIMS vs EVRG
+104.1%
+77.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | -24.1% | +1.4% | -25.5% | -23.9% |
| 30D | -28.8% | +7.4% | -36.2% | -28.2% |
| 3M | -31.4% | +7.2% | -38.6% | -30.8% |
| 6M | -18.3% | +9.5% | -27.7% | -17.7% |
| YTD | -39.2% | +25.6% | -64.8% | -40.8% |
| 1Y | -45.3% | +20.4% | -65.6% | -45.9% |
| 3Y | +181.9% | +108.8% | +73.0% | +117.2% |
| All | +181.9% | +104.1% | +77.8% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling