-7.4%
ENPH vs THC
+44.1%
-51.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.9% |
| 7D | -7.6% | +0.1% | -7.7% | -7.5% |
| 30D | -16.4% | +7.5% | -23.9% | -14.5% |
| 3M | -34.3% | +7.5% | -41.8% | -32.6% |
| 6M | -28.5% | +46.4% | -75.0% | -18.2% |
| YTD | -16.4% | +44.4% | -60.8% | -2.3% |
| All | -7.4% | +44.1% | -51.5% | +8.3% |
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