+634.9%
HLT vs ENPH
+610.0%
+25.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.7% |
| 30D | -5.0% | -10.8% | +5.8% | -4.1% |
| 3M | -10.4% | -33.8% | +23.4% | -7.4% |
| 6M | +3.2% | -16.1% | +19.4% | +3.1% |
| YTD | +6.7% | +13.4% | -6.7% | +2.6% |
| 1Y | +10.3% | -2.6% | +12.9% | +7.0% |
| 3Y | +99.3% | -70.3% | +169.6% | +107.4% |
| 5Y | +143.7% | -77.0% | +220.7% | +153.3% |
| 10Y | +584.7% | +1,919.4% | -1,334.7% | +373.8% |
| All | +634.9% | +610.0% | +25.0% | +377.0% |
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