+152.3%
HUM vs ENPH
+1,908.3%
-1,756.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.6% | +2.3% |
| 7D | +2.1% | -0.1% | +2.1% | +2.0% |
| 30D | +5.4% | -10.8% | +16.2% | +5.9% |
| 3M | +11.4% | -33.8% | +45.2% | +13.3% |
| 6M | +141.5% | -16.1% | +157.6% | +141.1% |
| YTD | +61.2% | +13.4% | +47.8% | +57.3% |
| 1Y | +49.2% | -2.6% | +51.7% | +46.3% |
| 3Y | -9.0% | -70.3% | +61.2% | -7.0% |
| 5Y | +7.2% | -77.0% | +84.2% | +8.2% |
| All | +152.3% | +1,908.3% | -1,756.0% | +128.0% |
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 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