+176.1%
HST vs ENPH
+247.6%
-71.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.2% |
| 7D | +3.6% | -8.4% | +12.0% | +4.4% |
| 30D | +11.2% | -11.2% | +22.4% | +12.1% |
| 3M | +13.1% | -36.1% | +49.2% | +17.3% |
| 6M | +23.9% | -37.9% | +61.8% | +27.4% |
| YTD | +52.3% | -18.7% | +70.9% | +50.7% |
| 1Y | +56.7% | -9.8% | +66.5% | +53.5% |
| 3Y | +87.5% | -66.8% | +154.3% | +93.6% |
| 5Y | +82.8% | -89.6% | +172.4% | +103.8% |
| 10Y | +134.6% | +2,186.8% | -2,052.3% | +65.1% |
| All | +176.1% | +247.6% | -71.5% | +101.3% |
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