+179.1%
HST vs ENPH
+277.3%
-98.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | -1.3% | -10.3% | +9.0% | -0.3% |
| 30D | +13.4% | -10.1% | +23.5% | +14.2% |
| 3M | +16.7% | -33.1% | +49.8% | +20.5% |
| 6M | +24.0% | -24.8% | +48.8% | +25.1% |
| YTD | +54.0% | -11.7% | +65.7% | +51.3% |
| 1Y | +55.0% | -8.2% | +63.3% | +51.7% |
| 3Y | +89.3% | -63.7% | +153.0% | +94.0% |
| 5Y | +85.4% | -88.7% | +174.1% | +105.2% |
| 10Y | +137.1% | +2,382.5% | -2,245.3% | +65.6% |
| All | +179.1% | +277.3% | -98.2% | +102.1% |
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