+1,581.2%
HWM vs ENPH
+3,609.1%
-2,027.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.9% |
| 7D | -8.0% | +3.4% | -11.4% | -8.4% |
| 30D | -18.0% | -10.3% | -7.7% | -17.4% |
| 3M | -9.5% | -31.4% | +21.9% | -6.9% |
| 6M | -8.4% | -10.1% | +1.7% | -9.1% |
| YTD | +13.6% | +14.6% | -0.9% | +8.9% |
| 1Y | +30.2% | -3.2% | +33.5% | +26.3% |
| 3Y | +392.2% | -69.5% | +461.7% | +410.3% |
| 5Y | +645.2% | -77.2% | +722.4% | +667.7% |
| All | +1,581.2% | +3,609.1% | -2,027.9% | +1,190.8% |
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