+172.0%
XHB vs EVRG
+854.2%
-682.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -3.0% |
| 7D | +0.2% | +0.9% | -0.7% | -0.4% |
| 30D | -9.1% | -0.5% | -8.5% | -8.9% |
| 3M | -2.3% | +1.5% | -3.8% | -3.4% |
| 6M | -4.1% | +1.2% | -5.3% | -5.2% |
| YTD | -1.7% | +16.3% | -18.0% | -11.3% |
| 1Y | -15.1% | +20.3% | -35.4% | -25.2% |
| 3Y | +26.8% | +72.3% | -45.5% | -12.9% |
| 5Y | +37.3% | +46.7% | -9.3% | +2.9% |
| 10Y | +205.7% | +113.8% | +91.9% | +60.4% |
| All | +172.0% | +854.2% | -682.3% | -57.2% |
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