+448.2%
HUT vs ENPH
+820.3%
-372.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +9.2% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +8.6% | -10.8% | +19.5% | +12.3% |
| 3M | -15.2% | -33.8% | +18.6% | -4.6% |
| 6M | +92.9% | -16.1% | +109.0% | +99.0% |
| YTD | +114.6% | +13.4% | +101.2% | +96.3% |
| 1Y | +208.5% | -2.6% | +211.1% | +195.1% |
| 3Y | +821.5% | -70.3% | +891.7% | +1,014.7% |
| 5Y | +101.8% | -77.0% | +178.9% | +161.5% |
| All | +448.2% | +820.3% | -372.0% | +446.6% |
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