+429.0%
ENPH vs XHB
+418.6%
+10.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.4% | +9.2% | +9.2% |
| 7D | +9.3% | +0.2% | +9.1% | +8.8% |
| 30D | -7.3% | -9.1% | +1.8% | +2.1% |
| 3M | -31.7% | -2.3% | -29.4% | -30.5% |
| 6M | -3.5% | -4.1% | +0.6% | +0.1% |
| YTD | +21.2% | -1.7% | +22.9% | +22.5% |
| 1Y | +0.1% | -15.1% | +15.2% | +17.5% |
| 3Y | -67.7% | +26.8% | -94.5% | -75.0% |
| 5Y | -76.2% | +37.3% | -113.6% | -83.1% |
| 10Y | +2,057.2% | +205.7% | +1,851.6% | +518.6% |
| All | +429.0% | +418.6% | +10.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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