+407.0%
JHX vs ENPH
+384.7%
+22.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -6.3% | -0.1% | -6.3% | -6.3% |
| 30D | -7.7% | -10.8% | +3.1% | -6.8% |
| 3M | +19.2% | -33.8% | +53.0% | +23.6% |
| 6M | +38.3% | -16.1% | +54.4% | +39.1% |
| YTD | +37.2% | +13.4% | +23.8% | +33.0% |
| 1Y | +42.3% | -2.6% | +44.9% | +39.3% |
| 3Y | -4.4% | -70.3% | +65.9% | +0.7% |
| 5Y | -26.4% | -77.0% | +50.6% | -22.9% |
| 10Y | +106.3% | +1,919.4% | -1,813.2% | +48.1% |
| All | +407.0% | +384.7% | +22.3% | +259.1% |
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