+244.6%
HUT vs EVRG
+146.7%
+97.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +34.9% | +1.0% | +33.9% | +34.6% |
| 30D | -25.9% | +7.5% | -33.4% | -27.5% |
| 3M | -31.7% | +6.8% | -38.5% | -33.1% |
| 6M | -42.2% | +7.7% | -50.0% | -43.8% |
| YTD | +34.9% | +24.9% | +10.0% | +25.0% |
| 1Y | +48.5% | +18.1% | +30.4% | +40.2% |
| 3Y | +471.2% | +101.9% | +369.3% | +353.5% |
| 5Y | -18.9% | +67.0% | -85.9% | -31.4% |
| All | +244.6% | +146.7% | +97.9% | +237.4% |
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 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