+437.9%
HUBB vs EVRG
+113.9%
+324.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -10.0% | -1.2% | -8.7% | -9.6% |
| 3M | -1.6% | -0.6% | -1.0% | -1.6% |
| 6M | -3.1% | +2.4% | -5.5% | -4.4% |
| YTD | +4.6% | +15.5% | -10.9% | -1.5% |
| 1Y | +3.3% | +16.8% | -13.5% | -3.3% |
| 3Y | +46.6% | +75.0% | -28.4% | +14.9% |
| 5Y | +158.7% | +49.3% | +109.3% | +115.3% |
| All | +437.9% | +113.9% | +324.0% | +294.3% |
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 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