-82.9%
ENPH vs ALHC
-61.4%
-21.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.4% |
| 7D | -8.4% | +0.3% | -8.7% | -8.5% |
| 30D | -11.2% | -10.6% | -0.6% | -9.8% |
| 3M | -36.1% | -45.3% | +9.2% | -30.5% |
| 6M | -37.9% | -59.7% | +21.8% | -30.8% |
| YTD | -18.7% | -62.7% | +44.1% | -9.9% |
| 1Y | -9.8% | -56.1% | +46.3% | -3.9% |
| 3Y | -66.8% | +21.3% | -88.1% | -75.5% |
| 5Y | -89.6% | -66.0% | -23.7% | -91.0% |
| All | -82.9% | -61.4% | -21.5% | -85.9% |
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