+1,919.4%
ENPH vs BHP
+496.8%
+1,422.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -0.1% | -3.6% | +3.6% | +2.1% |
| 30D | -10.8% | -1.2% | -9.7% | -10.5% |
| 3M | -33.8% | +1.2% | -35.0% | -34.7% |
| 6M | -16.1% | +21.4% | -37.5% | -25.5% |
| YTD | +13.4% | +50.4% | -37.0% | -11.8% |
| 1Y | -2.6% | +67.5% | -70.1% | -29.1% |
| 3Y | -70.3% | +72.8% | -143.1% | -78.6% |
| 5Y | -77.0% | +112.6% | -189.6% | -86.2% |
| All | +1,919.4% | +496.8% | +1,422.6% | +574.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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