+126.5%
HSY vs EVRG
+113.9%
+12.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -5.2% | -1.2% | -4.0% | -4.7% |
| 3M | -3.4% | -0.6% | -2.8% | -3.2% |
| 6M | -19.2% | +2.4% | -21.6% | -20.0% |
| YTD | -2.6% | +15.5% | -18.1% | -8.5% |
| 1Y | -3.8% | +16.8% | -20.6% | -10.2% |
| 3Y | -10.6% | +75.0% | -85.6% | -30.3% |
| 5Y | +12.3% | +49.3% | -37.0% | -7.3% |
| All | +126.5% | +113.9% | +12.6% | +58.7% |
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