+1,520.0%
HWM vs EVRG
+121.2%
+1,398.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +5.0% | +2.5% | +2.5% | +3.6% |
| 30D | +1.5% | +8.4% | -6.9% | -3.0% |
| 3M | -20.3% | +8.6% | -28.9% | -24.1% |
| 6M | -18.0% | +7.7% | -25.7% | -21.7% |
| YTD | +9.5% | +25.0% | -15.5% | -3.7% |
| 1Y | +7.5% | +18.7% | -11.3% | -2.9% |
| 3Y | +355.7% | +102.1% | +253.6% | +199.8% |
| 5Y | +610.2% | +66.8% | +543.4% | +415.0% |
| 10Y | +1,516.8% | +123.5% | +1,393.3% | +926.4% |
| All | +1,520.0% | +121.2% | +1,398.8% | +925.2% |
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 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