+1,569.3%
HST vs EVRG
+2,261.5%
-692.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +3.6% | +1.4% | +2.2% | +2.9% |
| 30D | +11.2% | +7.4% | +3.8% | +7.2% |
| 3M | +13.1% | +7.2% | +5.9% | +9.0% |
| 6M | +23.9% | +9.5% | +14.4% | +17.9% |
| YTD | +52.3% | +25.6% | +26.7% | +34.7% |
| 1Y | +56.7% | +20.4% | +36.3% | +41.6% |
| 3Y | +87.5% | +108.8% | -21.3% | +26.2% |
| 5Y | +82.8% | +68.0% | +14.8% | +35.6% |
| 10Y | +134.6% | +124.6% | +10.0% | +43.4% |
| All | +1,569.3% | +2,261.5% | -692.2% | +273.1% |
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 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