+429.0%
ENPH vs HBM
+178.6%
+250.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +1.0% | +4.9% |
| 7D | +9.3% | +7.4% | +1.9% | +6.8% |
| 30D | -7.3% | +5.1% | -12.3% | -9.0% |
| 3M | -31.7% | +11.1% | -42.9% | -34.5% |
| 6M | -3.5% | +30.2% | -33.7% | -12.6% |
| YTD | +21.2% | +46.2% | -25.1% | +4.3% |
| 1Y | +0.1% | +120.0% | -120.0% | -25.2% |
| 3Y | -67.7% | +527.4% | -595.1% | -83.6% |
| 5Y | -76.2% | +400.4% | -476.6% | -88.0% |
| 10Y | +2,057.2% | +621.5% | +1,435.7% | +629.0% |
| All | +429.0% | +178.6% | +250.4% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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