+2,186.8%
ENPH vs FHN
+81.8%
+2,105.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -8.4% | +2.1% | -10.6% | -9.2% |
| 30D | -11.2% | +3.8% | -15.0% | -12.3% |
| 3M | -36.1% | -8.9% | -27.1% | -33.7% |
| 6M | -37.9% | +1.8% | -39.7% | -38.3% |
| YTD | -18.7% | +0.6% | -19.2% | -18.8% |
| 1Y | -9.8% | +12.9% | -22.8% | -13.7% |
| 3Y | -66.8% | +126.4% | -193.2% | -76.7% |
| 5Y | -89.6% | +62.3% | -151.9% | -92.3% |
| All | +2,186.8% | +81.8% | +2,105.0% | +1,177.2% |
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