-76.2%
ENPH vs THC
+248.0%
-324.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.3% | +9.0% | +7.3% |
| 7D | +9.3% | -2.6% | +11.8% | +9.8% |
| 30D | -7.3% | -1.2% | -6.1% | -7.1% |
| 3M | -31.7% | +58.9% | -90.7% | -40.1% |
| 6M | -3.5% | +9.3% | -12.8% | -6.7% |
| YTD | +21.2% | +30.4% | -9.2% | +10.2% |
| 1Y | +0.1% | +34.6% | -34.5% | -10.8% |
| 3Y | -67.7% | +246.7% | -314.4% | -80.6% |
| 5Y | -76.2% | +244.5% | -320.8% | -86.2% |
| All | -76.2% | +248.0% | -324.2% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling