+4,325.0%
HSY vs EVRG
+2,068.9%
+2,256.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -3.3% | +1.1% | -4.4% | -3.6% |
| 30D | -2.8% | -1.0% | -1.8% | -2.6% |
| 3M | -4.5% | +0.4% | -4.9% | -4.6% |
| 6M | -24.2% | -0.8% | -23.4% | -24.0% |
| YTD | -2.7% | +15.3% | -18.1% | -6.7% |
| 1Y | -3.7% | +17.9% | -21.6% | -8.3% |
| 3Y | -11.5% | +71.9% | -83.4% | -24.7% |
| 5Y | +10.3% | +45.3% | -34.9% | -2.0% |
| 10Y | +122.1% | +113.1% | +9.1% | +75.1% |
| All | +4,325.0% | +2,068.9% | +2,256.1% | +2,074.4% |
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 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