+7.0%
HAL vs SEDG
+70.6%
-63.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | +2.9% | +8.9% | -5.9% | +1.8% |
| 30D | +17.0% | +0.9% | +16.2% | +16.6% |
| 3M | -9.7% | -53.2% | +43.6% | -2.0% |
| 6M | +8.6% | -9.9% | +18.5% | +5.3% |
| YTD | +33.0% | +18.5% | +14.4% | +22.9% |
| 1Y | +68.3% | +0.1% | +68.2% | +55.9% |
| 3Y | +0.1% | -78.9% | +79.0% | +5.5% |
| 5Y | +102.6% | -88.0% | +190.7% | +122.5% |
| 10Y | +3.8% | +97.5% | -93.6% | -28.7% |
| All | +7.0% | +70.6% | -63.6% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling