+50.4%
USHY vs EVRG
+114.6%
-64.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | +0.8% | -0.5% | +1.3% | +0.9% |
| 6M | +1.9% | +0.2% | +1.7% | +1.7% |
| YTD | +2.3% | +14.9% | -12.6% | -0.3% |
| 1Y | +4.1% | +18.2% | -14.1% | +1.0% |
| 3Y | +27.8% | +70.2% | -42.4% | +15.9% |
| 5Y | +21.5% | +45.3% | -23.8% | +12.7% |
| All | +50.4% | +114.6% | -64.2% | +34.6% |
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