-14.9%
HAL vs SEDG
+80.7%
-95.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.4% |
| 7D | +6.1% | -13.3% | +19.4% | +8.0% |
| 30D | +2.9% | -21.9% | +24.7% | +5.9% |
| 3M | +3.3% | -25.9% | +29.2% | +6.5% |
| 6M | -16.9% | -44.2% | +27.3% | -13.7% |
| YTD | +21.2% | -17.3% | +38.5% | +16.4% |
| 1Y | +27.5% | -34.5% | +62.1% | +26.3% |
| 3Y | -6.4% | -66.7% | +60.3% | -10.1% |
| 5Y | +58.0% | -93.4% | +151.4% | +94.9% |
| All | -14.9% | +80.7% | -95.5% | -35.5% |
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