+1.6%
HYG vs EVRG
+15.1%
-13.5%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -0.1% | +2.3% | -2.4% | -0.1% |
| 30D | +0.7% | +9.0% | -8.3% | +0.5% |
| 3M | -2.0% | +3.7% | -5.7% | -2.1% |
| 6M | -0.9% | +6.8% | -7.7% | -1.1% |
| YTD | +0.1% | +21.9% | -21.9% | -0.5% |
| 1Y | +1.6% | +15.8% | -14.2% | +1.4% |
| All | +1.6% | +15.1% | -13.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling