+220.1%
HUT vs EVRG
+148.1%
+72.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.3% |
| 7D | +9.3% | +1.4% | +7.9% | +8.9% |
| 30D | -23.1% | +7.4% | -30.5% | -24.8% |
| 3M | -30.6% | +7.2% | -37.8% | -32.1% |
| 6M | -46.9% | +9.5% | -56.3% | -48.5% |
| YTD | +25.3% | +25.6% | -0.3% | +15.9% |
| 1Y | +59.8% | +20.4% | +39.5% | +50.0% |
| 3Y | +467.2% | +108.8% | +358.4% | +345.5% |
| 5Y | -24.6% | +68.0% | -92.6% | -36.4% |
| All | +220.1% | +148.1% | +72.0% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling