+1,597.5%
HST vs EVRG
+2,252.5%
-655.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | +0.6% | +3.5% | -2.9% | -1.2% |
| 30D | +14.5% | +9.2% | +5.2% | +9.4% |
| 3M | +15.4% | +8.6% | +6.8% | +10.5% |
| 6M | +22.0% | +10.0% | +12.0% | +15.8% |
| YTD | +54.9% | +25.1% | +29.8% | +37.3% |
| 1Y | +54.0% | +19.5% | +34.4% | +39.6% |
| 3Y | +90.4% | +102.3% | -11.8% | +30.3% |
| 5Y | +84.2% | +66.8% | +17.4% | +37.1% |
| 10Y | +144.6% | +125.0% | +19.6% | +49.4% |
| All | +1,597.5% | +2,252.5% | -655.0% | +280.1% |
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