+498.2%
HCA vs SEDG
+106.4%
+391.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.8% |
| 7D | +5.4% | +1.4% | +4.0% | +5.2% |
| 30D | +3.0% | +8.3% | -5.3% | +2.2% |
| 3M | +13.0% | -40.7% | +53.7% | +16.1% |
| 6M | -20.3% | -3.9% | -16.4% | -22.7% |
| YTD | -8.2% | +20.2% | -28.4% | -13.6% |
| 1Y | +6.7% | +17.6% | -10.9% | -0.9% |
| 3Y | +60.4% | -76.6% | +137.0% | +66.9% |
| 5Y | +73.4% | -87.1% | +160.5% | +86.1% |
| All | +498.2% | +106.4% | +391.8% | +297.3% |
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 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