+1,919.4%
ENPH vs HIG
+313.7%
+1,605.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.1% | -1.5% | +1.4% | +0.4% |
| 30D | -10.8% | -0.4% | -10.5% | -10.9% |
| 3M | -33.8% | +6.7% | -40.5% | -36.1% |
| 6M | -16.1% | +2.0% | -18.1% | -18.0% |
| YTD | +13.4% | +0.3% | +13.1% | +11.7% |
| 1Y | -2.6% | +4.2% | -6.8% | -5.9% |
| 3Y | -70.3% | +102.2% | -172.5% | -79.2% |
| 5Y | -77.0% | +118.5% | -195.5% | -84.6% |
| All | +1,919.4% | +313.7% | +1,605.8% | +650.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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