-88.7%
ENPH vs HDB
-22.2%
-66.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -10.3% | +6.9% | -17.2% | -13.0% |
| 30D | -10.1% | +15.2% | -25.4% | -15.7% |
| 3M | -33.1% | +11.7% | -44.8% | -36.7% |
| 6M | -24.8% | +7.5% | -32.4% | -27.8% |
| YTD | -11.7% | -28.8% | +17.1% | +1.9% |
| 1Y | -8.2% | -29.1% | +20.9% | +6.0% |
| 3Y | -63.7% | -7.0% | -56.7% | -64.8% |
| 5Y | -88.7% | -22.1% | -66.6% | -88.5% |
| All | -88.7% | -22.2% | -66.6% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling