+152.3%
HUM vs EVRG
+113.9%
+38.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.1% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +5.4% | -1.2% | +6.6% | +5.9% |
| 3M | +11.4% | -0.6% | +12.0% | +11.5% |
| 6M | +141.5% | +2.4% | +139.1% | +137.8% |
| YTD | +61.2% | +15.5% | +45.7% | +50.7% |
| 1Y | +49.2% | +16.8% | +32.3% | +38.6% |
| 3Y | -9.0% | +75.0% | -84.0% | -29.7% |
| 5Y | +7.2% | +49.3% | -42.2% | -12.5% |
| All | +152.3% | +113.9% | +38.4% | +87.5% |
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 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