-66.4%
HUBS vs EVRG
+48.0%
-114.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | +7.2% | -1.2% | +8.5% | +7.4% |
| 3M | +20.9% | -0.6% | +21.5% | +20.9% |
| 6M | -13.0% | +2.4% | -15.5% | -13.8% |
| YTD | -43.8% | +15.5% | -59.3% | -46.1% |
| 1Y | -54.6% | +16.8% | -71.5% | -56.6% |
| 3Y | -58.5% | +75.0% | -133.5% | -65.2% |
| All | -66.4% | +48.0% | -114.4% | -70.2% |
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