+180.7%
HIMS vs ENPH
+67.0%
+113.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.5% |
| 7D | -0.7% | -0.1% | -0.7% | -0.8% |
| 30D | -8.2% | -10.8% | +2.6% | -5.9% |
| 3M | -4.7% | -33.8% | +29.1% | +3.5% |
| 6M | +6.3% | -16.1% | +22.4% | +8.1% |
| YTD | -15.3% | +13.4% | -28.7% | -20.4% |
| 1Y | -46.9% | -2.6% | -44.3% | -48.7% |
| 3Y | +321.3% | -70.3% | +391.5% | +378.5% |
| 5Y | +215.8% | -77.0% | +292.9% | +273.4% |
| All | +180.7% | +67.0% | +113.7% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling