+264.9%
ENPH vs BAH
+1,225.7%
-960.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | -7.6% | -2.6% | -5.0% | -6.8% |
| 30D | -16.4% | +20.4% | -36.7% | -21.7% |
| 3M | -34.3% | +11.9% | -46.2% | -37.1% |
| 6M | -28.5% | +17.1% | -45.7% | -33.8% |
| YTD | -16.4% | +5.5% | -22.0% | -21.0% |
| 1Y | -12.8% | +5.6% | -18.4% | -17.7% |
| 3Y | -65.7% | -26.5% | -39.1% | -64.8% |
| 5Y | -89.4% | +6.5% | -95.8% | -90.8% |
| 10Y | +2,249.1% | +203.0% | +2,046.1% | +1,185.1% |
| All | +264.9% | +1,225.7% | -960.9% | +79.1% |
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