+189.4%
HAS vs SEDG
+19.0%
+170.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +1.4% | -13.3% | +14.7% | +2.8% |
| 30D | +26.3% | -21.9% | +48.1% | +29.1% |
| 3M | +25.6% | -25.9% | +51.5% | +28.6% |
| 6M | +30.3% | -44.2% | +74.5% | +34.1% |
| YTD | +50.4% | -17.3% | +67.7% | +45.3% |
| 1Y | +57.7% | -34.5% | +92.2% | +56.2% |
| 3Y | +213.4% | -66.7% | +280.1% | +203.3% |
| 5Y | +49.1% | -93.4% | +142.5% | +68.6% |
| 10Y | +98.5% | +78.7% | +19.9% | +53.8% |
| All | +189.4% | +19.0% | +170.5% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling