+877.3%
HD vs ENPH
+268.5%
+608.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.3% |
| 7D | +5.2% | -9.1% | +14.3% | +5.9% |
| 30D | +20.7% | -15.8% | +36.5% | +21.9% |
| 3M | +0.8% | -32.5% | +33.3% | +3.2% |
| 6M | +12.2% | -24.2% | +36.4% | +13.0% |
| YTD | +4.2% | -13.8% | +18.0% | +3.0% |
| 1Y | -2.6% | -15.8% | +13.3% | -3.6% |
| 3Y | +30.0% | -64.6% | +94.6% | +32.8% |
| 5Y | +8.1% | -88.1% | +96.2% | +16.1% |
| 10Y | +247.2% | +2,367.9% | -2,120.7% | +177.5% |
| All | +877.3% | +268.5% | +608.8% | +687.0% |
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