+203.4%
HD vs SEDG
+118.8%
+84.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.9% |
| 7D | -3.9% | +8.7% | -12.6% | -4.6% |
| 30D | -13.1% | +10.3% | -23.5% | -14.0% |
| 3M | -3.4% | -32.6% | +29.2% | -1.5% |
| 6M | -12.6% | -3.6% | -9.0% | -14.9% |
| YTD | -9.2% | +27.4% | -36.6% | -14.6% |
| 1Y | -23.9% | +24.9% | -48.8% | -29.3% |
| 3Y | +0.4% | -75.3% | +75.8% | +2.5% |
| 5Y | +4.5% | -86.3% | +90.8% | +10.1% |
| All | +203.4% | +118.8% | +84.6% | +145.6% |
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