+1,547.2%
HWM vs EVRG
+103.7%
+1,443.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.5% | -0.7% | -11.8% | -12.2% |
| 30D | -19.0% | 0.0% | -19.0% | -19.1% |
| 3M | -8.6% | -1.0% | -7.7% | -8.4% |
| 6M | -10.2% | +1.0% | -11.1% | -11.0% |
| YTD | +11.3% | +15.1% | -3.8% | +2.6% |
| 1Y | +24.3% | +17.6% | +6.7% | +12.9% |
| 3Y | +382.3% | +70.5% | +311.8% | +249.6% |
| 5Y | +640.6% | +48.9% | +591.8% | +473.6% |
| All | +1,547.2% | +103.7% | +1,443.4% | +992.5% |
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