-76.1%
ENPH vs ALHC
-28.9%
-47.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -6.6% | -1.0% | -5.6% | -6.6% |
| 3M | -46.8% | -10.2% | -36.7% | -47.2% |
| 6M | -14.7% | -28.3% | +13.5% | -13.3% |
| YTD | +13.5% | -31.4% | +44.9% | +15.4% |
| 1Y | -0.4% | -16.9% | +16.5% | -3.5% |
| 3Y | -71.7% | +135.5% | -207.2% | -81.3% |
| 5Y | -79.1% | -33.6% | -45.5% | -83.6% |
| All | -76.1% | -28.9% | -47.2% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling