+50.6%
HAS vs SEDG
-92.6%
+143.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.3% | +1.4% |
| 7D | +3.3% | -21.4% | +24.6% | +5.5% |
| 30D | +30.5% | -19.7% | +50.3% | +32.9% |
| 3M | +29.9% | -19.7% | +49.6% | +31.8% |
| 6M | +26.5% | -37.4% | +63.9% | +28.4% |
| YTD | +51.9% | -10.4% | +62.3% | +45.2% |
| 1Y | +60.9% | -43.0% | +103.9% | +61.6% |
| 3Y | +215.0% | -63.6% | +278.6% | +207.6% |
| All | +50.6% | -92.6% | +143.2% | +82.3% |
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 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