+497.5%
HCA vs SEDG
+83.3%
+414.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.5% |
| 7D | +2.9% | +8.7% | -5.8% | +2.3% |
| 30D | +2.4% | +10.3% | -8.0% | +1.5% |
| 3M | +13.0% | -32.6% | +45.7% | +14.9% |
| 6M | -21.4% | -3.6% | -17.8% | -23.6% |
| YTD | -9.5% | +27.4% | -36.8% | -14.8% |
| 1Y | +7.5% | +24.9% | -17.4% | 0.0% |
| 3Y | +57.6% | -75.3% | +132.9% | +61.3% |
| 5Y | +71.1% | -86.3% | +157.4% | +80.2% |
| 10Y | +498.8% | +117.7% | +381.1% | +350.7% |
| All | +497.5% | +83.3% | +414.2% | +363.3% |
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 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