+90.4%
HST vs EVRG
+101.9%
-11.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +0.6% | +3.5% | -2.9% | 0.0% |
| 30D | +14.5% | +9.2% | +5.2% | +12.6% |
| 3M | +15.4% | +8.6% | +6.8% | +13.6% |
| 6M | +22.0% | +10.0% | +12.0% | +19.6% |
| YTD | +54.9% | +25.1% | +29.8% | +47.1% |
| 1Y | +54.0% | +19.5% | +34.4% | +47.7% |
| 3Y | +90.4% | +102.3% | -11.8% | +61.4% |
| All | +90.4% | +101.9% | -11.5% | +61.4% |
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