+351.9%
HPQ vs ENPH
+417.7%
-65.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.8% | -11.3% | -5.1% |
| 7D | -0.5% | +9.3% | -9.7% | -1.3% |
| 30D | +3.7% | -7.3% | +11.0% | +4.3% |
| 3M | +24.3% | -31.7% | +56.0% | +28.1% |
| 6M | +64.8% | -3.5% | +68.2% | +62.3% |
| YTD | +43.9% | +21.2% | +22.7% | +37.6% |
| 1Y | +11.7% | +0.1% | +11.6% | +8.3% |
| 3Y | +19.7% | -67.7% | +87.4% | +24.2% |
| 5Y | +32.2% | -76.2% | +108.5% | +37.1% |
| 10Y | +198.9% | +2,057.2% | -1,858.3% | +113.4% |
| All | +351.9% | +417.7% | -65.8% | +239.0% |
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