+265.3%
HUT vs EVRG
+17.4%
+247.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.1% |
| 7D | +17.8% | +1.1% | +16.7% | +18.1% |
| 30D | +0.8% | -1.0% | +1.9% | +0.5% |
| 3M | -26.8% | +0.4% | -27.2% | -27.1% |
| 6M | +72.6% | -0.8% | +73.4% | +73.5% |
| YTD | +103.6% | +15.3% | +88.3% | +87.3% |
| 1Y | +265.3% | +17.9% | +247.4% | +283.4% |
| All | +265.3% | +17.4% | +247.8% | +283.4% |
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