+390.7%
HUM vs ENPH
+389.6%
+1.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.7% | -0.5% |
| 7D | -0.2% | +3.4% | -3.6% | -0.4% |
| 30D | +3.7% | -10.3% | +14.0% | +4.1% |
| 3M | +10.4% | -31.4% | +41.8% | +12.0% |
| 6M | +125.7% | -10.1% | +135.9% | +124.7% |
| YTD | +57.3% | +14.6% | +42.8% | +54.0% |
| 1Y | +48.6% | -3.2% | +51.8% | +46.2% |
| 3Y | -11.3% | -69.5% | +58.1% | -9.8% |
| 5Y | +0.8% | -77.2% | +78.1% | +1.9% |
| 10Y | +146.7% | +1,940.0% | -1,793.3% | +104.2% |
| All | +390.7% | +389.6% | +1.1% | +297.7% |
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