+25.6%
HYG vs ENPH
-70.3%
+95.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -0.7% | -10.8% | +10.1% | -0.5% |
| 3M | -0.2% | -33.8% | +33.6% | +0.6% |
| 6M | +1.4% | -16.1% | +17.6% | +1.4% |
| YTD | +1.5% | +13.4% | -12.0% | +0.5% |
| 1Y | +2.9% | -2.6% | +5.5% | +2.2% |
| 3Y | +25.6% | -70.3% | +95.9% | +26.3% |
| All | +25.6% | -70.3% | +95.9% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling