+220.1%
HUT vs ENPH
+560.0%
-339.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.5% | -6.3% |
| 7D | +9.3% | -8.4% | +17.8% | +12.2% |
| 30D | -23.1% | -11.2% | -11.9% | -21.4% |
| 3M | -30.6% | -36.1% | +5.5% | -22.0% |
| 6M | -46.9% | -37.9% | -8.9% | -40.5% |
| YTD | +25.3% | -18.7% | +44.0% | +24.6% |
| 1Y | +59.8% | -9.8% | +69.7% | +54.4% |
| 3Y | +467.2% | -66.8% | +534.0% | +558.7% |
| 5Y | -24.6% | -89.6% | +65.0% | +18.5% |
| All | +220.1% | +560.0% | -339.9% | +247.0% |
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