+395.5%
ENPH vs BAH
+1,008.9%
-613.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.7% |
| 7D | -2.4% | -3.2% | +0.9% | -1.3% |
| 30D | -6.6% | +2.0% | -8.6% | -7.2% |
| 3M | -46.8% | -7.6% | -39.2% | -45.8% |
| 6M | -14.7% | -5.7% | -9.1% | -15.3% |
| YTD | +13.5% | -11.7% | +25.2% | +14.5% |
| 1Y | -0.4% | -27.4% | +27.0% | +8.0% |
| 3Y | -71.7% | -32.5% | -39.2% | -70.3% |
| 5Y | -79.1% | -3.3% | -75.8% | -81.3% |
| 10Y | +1,898.4% | +186.0% | +1,712.4% | +1,016.5% |
| All | +395.5% | +1,008.9% | -613.4% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling