+429.0%
ENPH vs HRB
+364.8%
+64.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.5% | +13.2% | +8.3% |
| 7D | +9.3% | -9.1% | +18.3% | +11.5% |
| 30D | -7.3% | +0.3% | -7.5% | -7.9% |
| 3M | -31.7% | +23.4% | -55.1% | -36.2% |
| 6M | -3.5% | +45.1% | -48.6% | -15.4% |
| YTD | +21.2% | +8.9% | +12.3% | +14.5% |
| 1Y | +0.1% | -7.9% | +8.0% | -0.7% |
| 3Y | -67.7% | +27.9% | -95.6% | -71.9% |
| 5Y | -76.2% | +108.3% | -184.6% | -82.6% |
| 10Y | +2,057.2% | +208.4% | +1,848.8% | +1,033.4% |
| All | +429.0% | +364.8% | +64.2% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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