+645.2%
HWM vs EVRG
+44.9%
+600.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -8.0% | +0.6% | -8.6% | -8.3% |
| 30D | -18.0% | -0.2% | -17.8% | -18.0% |
| 3M | -9.5% | -0.5% | -9.0% | -9.6% |
| 6M | -8.4% | +0.2% | -8.6% | -8.8% |
| YTD | +13.6% | +14.9% | -1.3% | +7.1% |
| 1Y | +30.2% | +18.2% | +12.0% | +21.1% |
| 3Y | +392.2% | +70.2% | +322.0% | +288.3% |
| 5Y | +645.2% | +45.3% | +599.8% | +515.2% |
| All | +645.2% | +44.9% | +600.3% | +515.2% |
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