-75.9%
ENPH vs ALHC
-31.6%
-44.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.9% |
| 7D | +3.4% | -4.1% | +7.5% | +4.1% |
| 30D | -10.3% | -5.4% | -4.8% | -9.5% |
| 3M | -31.4% | -32.1% | +0.8% | -27.8% |
| 6M | -10.1% | -28.5% | +18.4% | -8.7% |
| YTD | +14.6% | -34.0% | +48.6% | +17.2% |
| 1Y | -3.2% | -20.9% | +17.7% | -5.3% |
| 3Y | -69.5% | +151.5% | -221.0% | -80.2% |
| 5Y | -77.2% | -28.8% | -48.4% | -82.3% |
| All | -75.9% | -31.6% | -44.3% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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