+308.3%
HD vs SEDG
+19.0%
+289.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | +1.5% | -13.3% | +14.8% | +2.6% |
| 30D | +18.0% | -21.9% | +39.9% | +19.9% |
| 3M | +2.8% | -25.9% | +28.7% | +4.6% |
| 6M | +17.0% | -44.2% | +61.2% | +19.4% |
| YTD | +3.5% | -17.3% | +20.9% | +0.6% |
| 1Y | -2.6% | -34.5% | +31.9% | -3.5% |
| 3Y | +30.7% | -66.7% | +97.4% | +27.0% |
| 5Y | +6.2% | -93.4% | +99.6% | +17.6% |
| 10Y | +242.7% | +78.7% | +164.0% | +177.3% |
| All | +308.3% | +19.0% | +289.3% | +224.8% |
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