+429.0%
ENPH vs BHP
+225.2%
+203.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.0% | +5.6% |
| 7D | +9.3% | +1.3% | +8.0% | +8.4% |
| 30D | -7.3% | +4.0% | -11.2% | -9.9% |
| 3M | -31.7% | +12.3% | -44.0% | -37.1% |
| 6M | -3.5% | +30.8% | -34.3% | -19.4% |
| YTD | +21.2% | +58.8% | -37.6% | -11.7% |
| 1Y | +0.1% | +76.8% | -76.8% | -32.2% |
| 3Y | -67.7% | +87.5% | -155.2% | -78.9% |
| 5Y | -76.2% | +123.9% | -200.1% | -87.3% |
| 10Y | +2,057.2% | +504.4% | +1,552.9% | +394.3% |
| All | +429.0% | +225.2% | +203.8% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling