+375.2%
HL vs ENPH
+417.7%
-42.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.8% | -2.0% |
| 7D | +7.1% | +9.3% | -2.2% | +5.8% |
| 30D | +21.4% | -7.3% | +28.7% | +22.6% |
| 3M | +37.4% | -31.7% | +69.2% | +43.9% |
| 6M | +0.4% | -3.5% | +3.9% | -0.6% |
| YTD | +6.7% | +21.2% | -14.5% | +1.7% |
| 1Y | +102.4% | +0.1% | +102.3% | +96.8% |
| 3Y | +417.4% | -67.7% | +485.1% | +453.4% |
| 5Y | +243.3% | -76.2% | +319.6% | +268.3% |
| 10Y | +242.6% | +2,057.2% | -1,814.7% | +133.9% |
| All | +375.2% | +417.7% | -42.6% | +222.1% |
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