+876.3%
HALO vs SEDG
+106.4%
+769.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.8% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +5.3% | +8.3% | -3.0% | +4.2% |
| 3M | +51.6% | -40.7% | +92.2% | +57.6% |
| 6M | +61.3% | -3.9% | +65.2% | +55.0% |
| YTD | +59.3% | +20.2% | +39.1% | +47.9% |
| 1Y | +38.3% | +17.6% | +20.7% | +26.6% |
| 3Y | +185.9% | -76.6% | +262.5% | +193.7% |
| 5Y | +159.9% | -87.1% | +247.0% | +177.8% |
| All | +876.3% | +106.4% | +769.9% | +541.3% |
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