-7.8%
ENPH vs BAH
+2.9%
-10.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -10.3% | -1.6% | -8.7% | -10.4% |
| 30D | -10.1% | +18.0% | -28.1% | -9.5% |
| 3M | -33.1% | +11.4% | -44.5% | -32.7% |
| 6M | -24.8% | +17.7% | -42.5% | -23.0% |
| YTD | -11.7% | +5.4% | -17.1% | -10.4% |
| All | -7.8% | +2.9% | -10.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling