+395.5%
ENPH vs HIG
+772.4%
-376.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -6.6% | -3.2% | -3.4% | -5.2% |
| 3M | -46.8% | +9.1% | -56.0% | -50.0% |
| 6M | -14.7% | -1.8% | -13.0% | -15.5% |
| YTD | +13.5% | +1.8% | +11.7% | +10.4% |
| 1Y | -0.4% | +4.6% | -5.0% | -5.0% |
| 3Y | -71.7% | +101.6% | -173.4% | -81.9% |
| 5Y | -79.1% | +124.5% | -203.6% | -87.6% |
| 10Y | +1,898.4% | +317.8% | +1,580.5% | +562.9% |
| All | +395.5% | +772.4% | -376.9% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling