+1,919.4%
ENPH vs HALO
+979.6%
+939.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.1% | -2.7% | +2.7% | +0.9% |
| 30D | -10.8% | +5.3% | -16.2% | -12.7% |
| 3M | -33.8% | +51.6% | -85.4% | -43.8% |
| 6M | -16.1% | +61.3% | -77.4% | -31.0% |
| YTD | +13.4% | +59.3% | -45.9% | -6.3% |
| 1Y | -2.6% | +38.3% | -40.9% | -15.6% |
| 3Y | -70.3% | +185.9% | -256.1% | -82.0% |
| 5Y | -77.0% | +159.9% | -237.0% | -85.9% |
| All | +1,919.4% | +979.6% | +939.9% | +828.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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