+72.8%
HCA vs ENPH
-77.1%
+149.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.4% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +3.0% | -10.8% | +13.8% | +3.5% |
| 3M | +13.0% | -33.8% | +46.8% | +15.1% |
| 6M | -20.3% | -16.1% | -4.1% | -20.8% |
| YTD | -8.2% | +13.4% | -21.6% | -11.7% |
| 1Y | +6.7% | -2.6% | +9.3% | +3.5% |
| 3Y | +60.4% | -70.3% | +130.6% | +67.2% |
| All | +72.8% | -77.1% | +149.9% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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