+403.8%
HUT vs EVRG
+127.4%
+276.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +2.8% | -0.7% | +3.5% | +3.1% |
| 30D | +2.1% | 0.0% | +2.0% | +2.1% |
| 3M | -14.3% | -1.0% | -13.3% | -14.2% |
| 6M | +84.2% | +1.0% | +83.2% | +82.6% |
| YTD | +97.2% | +15.1% | +82.1% | +87.4% |
| 1Y | +192.7% | +17.6% | +175.2% | +176.8% |
| 3Y | +712.6% | +70.5% | +642.1% | +579.7% |
| 5Y | +85.5% | +48.9% | +36.6% | +61.9% |
| All | +403.8% | +127.4% | +276.4% | +405.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling