+884.0%
HD vs ENPH
+287.7%
+596.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.7% |
| 7D | +3.6% | +4.1% | -0.5% | +3.3% |
| 30D | +21.6% | -11.4% | +32.9% | +22.3% |
| 3M | +0.1% | -30.5% | +30.7% | +2.3% |
| 6M | +13.0% | -20.2% | +33.2% | +13.3% |
| YTD | +4.9% | -9.3% | +14.2% | +3.4% |
| 1Y | -2.1% | -3.8% | +1.7% | -4.0% |
| 3Y | +32.6% | -61.5% | +94.1% | +34.7% |
| 5Y | +8.2% | -87.9% | +96.1% | +16.0% |
| 10Y | +257.9% | +2,519.8% | -2,261.9% | +185.0% |
| All | +884.0% | +287.7% | +596.3% | +689.7% |
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