+1,947.8%
ENPH vs FHN
+129.4%
+1,818.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | -12.9% | -2.6% | -10.2% | -12.1% |
| 3M | -27.1% | +0.8% | -28.0% | -27.5% |
| 6M | -15.4% | +9.2% | -24.7% | -18.3% |
| YTD | +15.0% | +5.1% | +9.9% | +12.8% |
| 1Y | -0.7% | +12.2% | -12.9% | -5.1% |
| 3Y | -69.3% | +132.4% | -201.8% | -78.4% |
| 5Y | -76.7% | +91.1% | -167.8% | -83.7% |
| All | +1,947.8% | +129.4% | +1,818.3% | +1,259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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