+2,028.5%
HCA vs ENPH
+389.6%
+1,638.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.4% | +5.3% |
| 7D | +4.9% | +3.4% | +1.5% | +4.6% |
| 30D | +1.9% | -10.3% | +12.1% | +2.5% |
| 3M | +12.7% | -31.4% | +44.1% | +15.1% |
| 6M | -22.3% | -10.1% | -12.2% | -23.1% |
| YTD | -9.3% | +14.6% | -23.9% | -12.6% |
| 1Y | +2.7% | -3.2% | +5.9% | -0.1% |
| 3Y | +57.8% | -69.5% | +127.3% | +62.3% |
| 5Y | +70.3% | -77.2% | +147.6% | +74.3% |
| 10Y | +499.7% | +1,940.0% | -1,440.3% | +335.2% |
| All | +2,028.5% | +389.6% | +1,638.9% | +1,449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling