+151.8%
HYG vs EVRG
+540.7%
-388.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | +0.4% | -1.0% | +1.4% | +0.5% |
| 6M | +1.2% | +1.0% | +0.3% | +0.8% |
| YTD | +1.5% | +15.1% | -13.6% | -1.7% |
| 1Y | +3.2% | +17.6% | -14.4% | -0.6% |
| 3Y | +25.9% | +70.5% | -44.6% | +11.4% |
| 5Y | +18.6% | +48.9% | -30.3% | +7.2% |
| 10Y | +55.8% | +112.8% | -57.0% | +25.8% |
| All | +151.8% | +540.7% | -388.9% | +37.0% |
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