+433.3%
HUT vs EVRG
+127.0%
+306.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.3% | -3.2% |
| 7D | +18.9% | +0.6% | +18.3% | +18.8% |
| 30D | +12.0% | -0.2% | +12.2% | +12.2% |
| 3M | -14.9% | -0.5% | -14.4% | -14.9% |
| 6M | +96.8% | +0.2% | +96.6% | +95.6% |
| YTD | +108.8% | +14.9% | +93.9% | +98.5% |
| 1Y | +227.4% | +18.2% | +209.2% | +209.0% |
| 3Y | +760.3% | +70.2% | +690.1% | +619.9% |
| 5Y | +86.1% | +45.3% | +40.7% | +63.3% |
| All | +433.3% | +127.0% | +306.3% | +435.8% |
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 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