-4.4%
JHX vs ENPH
-70.3%
+65.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -6.3% | -0.1% | -6.3% | -6.4% |
| 30D | -7.7% | -10.8% | +3.1% | -6.3% |
| 3M | +19.2% | -33.8% | +53.0% | +25.4% |
| 6M | +38.3% | -16.1% | +54.4% | +39.3% |
| YTD | +37.2% | +13.4% | +23.8% | +31.3% |
| 1Y | +42.3% | -2.6% | +44.9% | +38.2% |
| 3Y | -4.4% | -70.3% | +65.9% | +7.2% |
| All | -4.4% | -70.3% | +65.9% | +7.2% |
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 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