+389.8%
HON vs ENPH
+417.7%
-27.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.8% | -7.4% | -1.1% |
| 7D | -0.8% | +9.3% | -10.1% | -1.5% |
| 30D | -15.2% | -7.3% | -7.9% | -14.8% |
| 3M | -6.0% | -31.7% | +25.8% | -3.7% |
| 6M | -14.9% | -3.5% | -11.4% | -15.7% |
| YTD | +3.2% | +21.2% | -18.0% | -0.1% |
| 1Y | 0.0% | +0.1% | 0.0% | -2.1% |
| 3Y | +21.5% | -67.7% | +89.2% | +24.8% |
| 5Y | +4.0% | -76.2% | +80.3% | +6.7% |
| 10Y | +138.4% | +2,057.2% | -1,918.9% | +72.6% |
| All | +389.8% | +417.7% | -27.9% | +262.6% |
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