-3.2%
ENPH vs THC
+40.1%
-43.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -4.3% |
| 7D | +3.4% | +4.1% | -0.7% | +4.6% |
| 30D | -10.3% | +3.5% | -13.8% | -9.2% |
| 3M | -31.4% | +61.7% | -93.1% | -22.0% |
| 6M | -10.1% | +11.8% | -22.0% | -3.7% |
| YTD | +14.6% | +35.4% | -20.8% | +29.0% |
| 1Y | -3.2% | +37.0% | -40.2% | +5.6% |
| All | -3.2% | +40.1% | -43.3% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling