+677.7%
HPE vs EVRG
+204.5%
+473.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.9% | +7.5% |
| 7D | +10.1% | +0.9% | +9.3% | +9.9% |
| 30D | +5.3% | -0.5% | +5.8% | +5.5% |
| 3M | +12.7% | +1.5% | +11.2% | +11.8% |
| 6M | +167.7% | +1.2% | +166.5% | +165.1% |
| YTD | +135.5% | +16.3% | +119.1% | +121.4% |
| 1Y | +143.4% | +20.3% | +123.1% | +125.9% |
| 3Y | +249.2% | +72.3% | +176.9% | +179.2% |
| 5Y | +343.8% | +46.7% | +297.1% | +274.2% |
| 10Y | +495.9% | +113.8% | +382.1% | +340.4% |
| All | +677.7% | +204.5% | +473.1% | +418.9% |
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