+58.0%
HAS vs SEDG
+118.8%
-60.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +0.9% |
| 7D | -3.1% | +8.7% | -11.8% | -4.0% |
| 30D | -6.4% | +10.3% | -16.7% | -7.6% |
| 3M | +10.4% | -32.6% | +43.0% | +13.4% |
| 6M | -3.7% | -3.6% | -0.1% | -6.9% |
| YTD | +12.5% | +27.4% | -14.9% | +4.1% |
| 1Y | +19.8% | +24.9% | -5.1% | +9.4% |
| 3Y | +46.0% | -75.3% | +121.3% | +48.7% |
| 5Y | +12.5% | -86.3% | +98.8% | +19.1% |
| All | +58.0% | +118.8% | -60.7% | +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