+100.6%
HAS vs SEDG
+88.8%
+11.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.3% | +1.4% |
| 7D | +3.3% | -21.4% | +24.6% | +5.7% |
| 30D | +30.5% | -19.7% | +50.3% | +33.2% |
| 3M | +29.9% | -19.7% | +49.6% | +32.0% |
| 6M | +26.5% | -37.4% | +63.9% | +28.8% |
| YTD | +51.9% | -10.4% | +62.3% | +45.2% |
| 1Y | +60.9% | -43.0% | +103.9% | +61.9% |
| 3Y | +215.0% | -63.6% | +278.6% | +202.1% |
| 5Y | +51.5% | -92.5% | +144.0% | +71.7% |
| All | +100.6% | +88.8% | +11.8% | +58.6% |
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