+243.8%
HPQ vs EVRG
+113.9%
+129.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.3% |
| 7D | +9.8% | +0.1% | +9.7% | +9.7% |
| 30D | +22.4% | -1.2% | +23.6% | +22.8% |
| 3M | +45.2% | -0.6% | +45.8% | +45.3% |
| 6M | +96.4% | +2.4% | +94.0% | +93.7% |
| YTD | +65.4% | +15.5% | +49.9% | +55.6% |
| 1Y | +31.6% | +16.8% | +14.7% | +23.0% |
| 3Y | +37.0% | +75.0% | -38.0% | +7.6% |
| 5Y | +53.0% | +49.3% | +3.7% | +27.1% |
| All | +243.8% | +113.9% | +129.9% | +163.1% |
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