+136.6%
HST vs ENPH
+384.9%
-248.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.0% | -2.4% | +1.3% | -0.8% |
| 30D | -12.3% | -6.6% | -5.6% | -11.8% |
| 3M | -6.4% | -46.8% | +40.5% | -1.5% |
| 6M | +15.0% | -14.7% | +29.8% | +14.8% |
| YTD | +30.5% | +13.5% | +17.0% | +25.8% |
| 1Y | +35.7% | -0.4% | +36.1% | +31.7% |
| 3Y | +68.4% | -71.7% | +140.1% | +76.7% |
| 5Y | +73.1% | -79.1% | +152.2% | +81.7% |
| 10Y | +92.7% | +1,898.4% | -1,805.6% | +35.6% |
| All | +136.6% | +384.9% | -248.4% | +68.0% |
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