+248.1%
HD vs SEDG
+84.0%
+164.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.9% | +8.1% | -0.2% |
| 7D | -0.5% | -7.3% | +6.8% | 0.0% |
| 30D | +18.5% | -25.3% | +43.8% | +20.9% |
| 3M | +2.2% | -24.1% | +26.3% | +3.8% |
| 6M | +13.8% | -39.9% | +53.8% | +15.5% |
| YTD | +3.4% | -15.8% | +19.2% | +0.1% |
| 1Y | -3.5% | -42.9% | +39.4% | -3.4% |
| 3Y | +29.0% | -65.9% | +94.8% | +25.2% |
| 5Y | +6.1% | -93.3% | +99.4% | +19.3% |
| All | +248.1% | +84.0% | +164.1% | +188.3% |
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