+2,681.8%
ENPH vs USHY
+50.4%
+2,631.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -4.9% |
| 7D | +3.4% | -0.1% | +3.5% | +3.8% |
| 30D | -10.3% | 0.0% | -10.2% | -10.0% |
| 3M | -31.4% | +0.8% | -32.2% | -32.7% |
| 6M | -10.1% | +1.9% | -12.1% | -14.0% |
| YTD | +14.6% | +2.3% | +12.3% | +8.7% |
| 1Y | -3.2% | +4.1% | -7.4% | -12.5% |
| 3Y | -69.5% | +27.8% | -97.2% | -84.1% |
| 5Y | -77.2% | +21.5% | -98.7% | -85.4% |
| All | +2,681.8% | +50.4% | +2,631.4% | +1,136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling