+793.9%
HD vs ENPH
+384.9%
+409.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | -2.4% | +0.3% | -1.9% |
| 30D | -8.4% | -6.6% | -1.8% | -8.0% |
| 3M | +4.3% | -46.8% | +51.2% | +8.4% |
| 6M | -11.1% | -14.7% | +3.6% | -11.2% |
| YTD | -4.7% | +13.5% | -18.2% | -7.3% |
| 1Y | -19.8% | -0.4% | -19.4% | -21.6% |
| 3Y | +4.1% | -71.7% | +75.8% | +8.0% |
| 5Y | +10.3% | -79.1% | +89.4% | +14.4% |
| 10Y | +203.2% | +1,898.4% | -1,695.2% | +142.5% |
| All | +793.9% | +384.9% | +409.0% | +608.4% |
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 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