+57.4%
HL vs EVRG
+2,087.5%
-2,030.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.4% |
| 7D | +7.1% | +0.9% | +6.2% | +6.7% |
| 30D | +21.4% | -0.5% | +22.0% | +21.6% |
| 3M | +37.4% | +1.5% | +35.9% | +36.3% |
| 6M | +0.4% | +1.2% | -0.8% | -0.4% |
| YTD | +6.7% | +16.3% | -9.6% | +0.2% |
| 1Y | +102.4% | +20.3% | +82.1% | +87.6% |
| 3Y | +417.4% | +72.3% | +345.1% | +317.2% |
| 5Y | +243.3% | +46.7% | +196.6% | +193.5% |
| 10Y | +242.6% | +113.8% | +128.8% | +147.2% |
| All | +57.4% | +2,087.5% | -2,030.1% | -28.0% |
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