-94.8%
HTZ vs EVRG
+66.9%
-161.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.4% | -22.2% | -21.4% |
| 7D | -7.7% | +2.3% | -10.1% | -8.8% |
| 30D | -13.1% | +8.8% | -21.9% | -16.4% |
| 3M | +14.7% | +6.1% | +8.6% | +11.5% |
| 6M | -70.6% | +8.9% | -79.5% | -72.0% |
| YTD | -65.2% | +23.6% | -88.8% | -68.9% |
| 1Y | -73.2% | +17.8% | -91.0% | -75.5% |
| 3Y | -80.8% | +92.9% | -173.7% | -86.6% |
| 5Y | -94.8% | +64.4% | -159.2% | -96.3% |
| All | -94.8% | +66.9% | -161.7% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling