+73.7%
HST vs EVRG
+49.3%
+24.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +2.0% | +0.9% | +1.1% | +1.7% |
| 30D | -5.2% | -0.5% | -4.7% | -5.1% |
| 3M | -6.2% | +1.5% | -7.7% | -6.9% |
| 6M | +20.4% | +1.2% | +19.3% | +19.6% |
| YTD | +30.6% | +16.3% | +14.3% | +23.2% |
| 1Y | +37.4% | +20.3% | +17.1% | +27.8% |
| 3Y | +66.1% | +72.3% | -6.2% | +33.0% |
| 5Y | +73.7% | +46.7% | +27.0% | +46.6% |
| All | +73.7% | +49.3% | +24.4% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling