+7.4%
HD vs ENPH
-77.3%
+84.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.8% | -9.1% | -3.0% |
| 7D | -1.2% | +9.3% | -10.4% | -2.1% |
| 30D | -11.1% | -7.3% | -3.9% | -10.5% |
| 3M | +2.0% | -31.7% | +33.8% | +5.4% |
| 6M | -10.5% | -3.5% | -7.0% | -11.9% |
| YTD | -6.9% | +21.2% | -28.0% | -11.7% |
| 1Y | -23.2% | +0.1% | -23.2% | -26.0% |
| 3Y | +3.1% | -67.7% | +70.8% | +8.3% |
| 5Y | +7.4% | -76.2% | +83.6% | +12.9% |
| All | +7.4% | -77.3% | +84.7% | +12.9% |
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