+563.1%
HPE vs ENPH
+1,908.3%
-1,345.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.4% | +13.8% | +12.6% |
| 7D | +19.4% | -0.1% | +19.5% | +19.4% |
| 30D | +5.6% | -10.8% | +16.5% | +6.8% |
| 3M | +33.1% | -33.8% | +66.9% | +38.3% |
| 6M | +192.5% | -16.1% | +208.6% | +195.9% |
| YTD | +160.9% | +13.4% | +147.5% | +155.4% |
| 1Y | +155.0% | -2.6% | +157.6% | +152.1% |
| 3Y | +289.4% | -70.3% | +359.7% | +310.4% |
| 5Y | +395.7% | -77.0% | +472.7% | +419.1% |
| All | +563.1% | +1,908.3% | -1,345.2% | +495.8% |
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