+161.6%
HALO vs SEDG
-87.2%
+248.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.6% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +5.3% | +8.3% | -3.0% | +4.4% |
| 3M | +51.6% | -40.7% | +92.2% | +56.4% |
| 6M | +61.3% | -3.9% | +65.2% | +55.7% |
| YTD | +59.3% | +20.2% | +39.1% | +49.4% |
| 1Y | +38.3% | +17.6% | +20.7% | +28.1% |
| 3Y | +185.9% | -76.6% | +262.5% | +201.8% |
| All | +161.6% | -87.2% | +248.7% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling