+1,940.0%
ENPH vs THC
+1,002.8%
+937.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -6.5% |
| 7D | +3.4% | +4.1% | -0.7% | +2.1% |
| 30D | -10.3% | +3.5% | -13.8% | -11.3% |
| 3M | -31.4% | +61.7% | -93.1% | -41.3% |
| 6M | -10.1% | +11.8% | -22.0% | -15.1% |
| YTD | +14.6% | +35.4% | -20.8% | +1.1% |
| 1Y | -3.2% | +37.0% | -40.2% | -15.6% |
| 3Y | -69.5% | +260.1% | -329.5% | -81.1% |
| 5Y | -77.2% | +262.6% | -339.8% | -86.6% |
| 10Y | +1,940.0% | +1,039.2% | +900.8% | +583.5% |
| All | +1,940.0% | +1,002.8% | +937.2% | +583.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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