+1,773.8%
HWM vs ENPH
+3,573.7%
-1,799.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.1% | -2.4% | +0.3% | -1.9% |
| 30D | -11.0% | -6.6% | -4.4% | -10.5% |
| 3M | +4.0% | -46.8% | +50.9% | +9.3% |
| 6M | -0.2% | -14.7% | +14.5% | -0.5% |
| YTD | +26.7% | +13.5% | +13.2% | +21.6% |
| 1Y | +44.7% | -0.4% | +45.1% | +40.0% |
| 3Y | +426.1% | -71.7% | +497.8% | +450.8% |
| 5Y | +738.5% | -79.1% | +817.6% | +772.6% |
| All | +1,773.8% | +3,573.7% | -1,799.9% | +1,341.4% |
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