+3.2%
HAL vs SEDG
+118.8%
-115.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.2% | -3.4% |
| 7D | -3.3% | +8.7% | -12.0% | -4.4% |
| 30D | +7.2% | +10.3% | -3.1% | +5.5% |
| 3M | -8.8% | -32.6% | +23.8% | -5.7% |
| 6M | +3.0% | -3.6% | +6.5% | -1.1% |
| YTD | +29.4% | +27.4% | +2.0% | +18.1% |
| 1Y | +62.8% | +24.9% | +37.9% | +45.8% |
| 3Y | -6.4% | -75.3% | +68.9% | -2.7% |
| 5Y | +103.6% | -86.3% | +189.9% | +121.7% |
| All | +3.2% | +118.8% | -115.5% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 10y: compounded portfolio wealth divided by compounded SEDG 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…
10y analysis · Full analysis span regression · 6 months rolling