+2,653.8%
ENPH vs USHY
+49.7%
+2,604.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | -0.1% | -0.7% | +0.6% | +2.0% |
| 30D | -10.8% | -0.7% | -10.2% | -8.9% |
| 3M | -33.8% | +0.1% | -33.9% | -33.7% |
| 6M | -16.1% | +1.8% | -17.9% | -19.4% |
| YTD | +13.4% | +1.8% | +11.6% | +9.1% |
| 1Y | -2.6% | +3.3% | -5.9% | -9.7% |
| 3Y | -70.3% | +27.0% | -97.2% | -84.2% |
| 5Y | -77.0% | +21.0% | -98.0% | -85.1% |
| All | +2,653.8% | +49.7% | +2,604.1% | +1,140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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