+90.7%
HYG vs ENPH
+391.5%
-300.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -0.7% | +1.5% | -2.3% | -0.8% |
| 30D | -0.6% | -12.9% | +12.3% | -0.2% |
| 3M | +0.4% | -27.1% | +27.5% | +1.2% |
| 6M | +1.2% | -15.4% | +16.7% | +1.2% |
| YTD | +1.5% | +15.0% | -13.5% | +0.2% |
| 1Y | +3.2% | -0.7% | +3.9% | +2.2% |
| 3Y | +25.9% | -69.3% | +95.2% | +27.5% |
| 5Y | +18.6% | -76.7% | +95.3% | +19.9% |
| 10Y | +55.8% | +1,947.8% | -1,892.0% | +37.4% |
| All | +90.7% | +391.5% | -300.7% | +67.9% |
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