+49.7%
USHY vs EVRG
+115.6%
-65.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | -1.2% | +0.5% | -0.5% |
| 3M | +0.1% | -0.6% | +0.7% | +0.1% |
| 6M | +1.8% | +2.4% | -0.7% | +1.2% |
| YTD | +1.8% | +15.5% | -13.7% | -0.8% |
| 1Y | +3.3% | +16.8% | -13.5% | +0.4% |
| 3Y | +27.0% | +75.0% | -48.0% | +14.6% |
| 5Y | +21.0% | +49.3% | -28.3% | +11.7% |
| All | +49.7% | +115.6% | -65.9% | +33.8% |
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