-94.0%
HTZ vs EVRG
+78.4%
-172.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -16.4% | +1.7% | -18.1% | -17.1% |
| 30D | -15.1% | +8.7% | -23.8% | -18.2% |
| 3M | -28.2% | +6.4% | -34.6% | -30.2% |
| 6M | -73.1% | +9.4% | -82.5% | -74.3% |
| YTD | -68.3% | +24.5% | -92.7% | -71.6% |
| 1Y | -75.2% | +20.5% | -95.7% | -77.5% |
| 3Y | -81.1% | +101.6% | -182.7% | -86.8% |
| 5Y | -95.0% | +67.5% | -162.5% | -96.2% |
| All | -94.0% | +78.4% | -172.3% | -95.7% |
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