+655.5%
HWM vs ENPH
-77.3%
+732.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +6.8% | -17.5% | -11.1% |
| 7D | -9.2% | +9.3% | -18.4% | -9.7% |
| 30D | -17.9% | -7.3% | -10.6% | -17.6% |
| 3M | -6.0% | -31.7% | +25.7% | -4.2% |
| 6M | -7.4% | -3.5% | -3.9% | -8.4% |
| YTD | +13.1% | +21.2% | -8.1% | +9.2% |
| 1Y | +29.3% | +0.1% | +29.3% | +26.2% |
| 3Y | +389.9% | -67.7% | +457.6% | +407.1% |
| 5Y | +655.5% | -76.2% | +731.8% | +674.2% |
| All | +655.5% | -77.3% | +732.9% | +674.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling