+255.2%
ENPH vs HIG
+766.8%
-511.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | -8.4% | +2.6% | -11.0% | -9.7% |
| 30D | -11.2% | +4.2% | -15.4% | -12.8% |
| 3M | -36.1% | +0.2% | -36.3% | -36.3% |
| 6M | -37.9% | +4.6% | -42.5% | -40.4% |
| YTD | -18.7% | +1.1% | -19.8% | -20.6% |
| 1Y | -9.8% | +4.7% | -14.5% | -13.8% |
| 3Y | -66.8% | +95.5% | -162.3% | -78.5% |
| 5Y | -89.6% | +111.7% | -201.3% | -93.6% |
| 10Y | +2,186.8% | +263.4% | +1,923.4% | +758.0% |
| All | +255.2% | +766.8% | -511.6% | -50.1% |
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