+50.0%
HUM vs EVRG
+15.1%
+34.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | 0.0% |
| 7D | +1.6% | +2.3% | -0.8% | +1.8% |
| 30D | +3.5% | +9.0% | -5.5% | +4.4% |
| 3M | +15.5% | +3.7% | +11.8% | +15.6% |
| 6M | +76.2% | +6.8% | +69.4% | +77.9% |
| YTD | +64.5% | +21.9% | +42.6% | +56.8% |
| 1Y | +50.0% | +15.8% | +34.2% | +47.5% |
| All | +50.0% | +15.1% | +34.9% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling