-13.9%
HUT vs EVRG
+66.8%
-80.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.6% |
| 7D | +24.8% | +2.5% | +22.3% | +23.7% |
| 30D | -28.4% | +8.4% | -36.8% | -30.8% |
| 3M | -31.2% | +8.6% | -39.8% | -33.5% |
| 6M | -40.2% | +7.7% | -47.9% | -42.5% |
| YTD | +32.9% | +25.0% | +8.0% | +17.8% |
| 1Y | +39.1% | +18.7% | +20.3% | +27.0% |
| 3Y | +462.8% | +102.1% | +360.7% | +274.9% |
| 5Y | -13.9% | +66.8% | -80.7% | -31.3% |
| All | -13.9% | +66.8% | -80.6% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling