+398.8%
HL vs EVRG
+72.0%
+326.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -5.6% | -0.7% | -4.9% | -5.3% |
| 30D | +12.7% | 0.0% | +12.7% | +12.6% |
| 3M | +42.5% | -1.0% | +43.5% | +42.6% |
| 6M | -9.0% | +1.0% | -10.0% | -10.2% |
| YTD | +4.4% | +15.1% | -10.7% | -5.3% |
| 1Y | +82.7% | +17.6% | +65.1% | +62.8% |
| All | +398.8% | +72.0% | +326.8% | +191.1% |
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 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