+73.0%
HDB vs SEDG
+81.7%
-8.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.5% | -9.5% | -3.5% |
| 7D | -2.0% | +12.1% | -14.2% | -2.9% |
| 30D | -4.9% | +14.7% | -19.6% | -6.0% |
| 3M | -2.3% | -43.0% | +40.7% | +0.8% |
| 6M | -23.7% | +9.0% | -32.8% | -26.1% |
| YTD | -38.5% | +26.3% | -64.8% | -41.4% |
| 1Y | -36.5% | +8.9% | -45.4% | -39.5% |
| 3Y | -28.5% | -75.5% | +47.1% | -26.1% |
| 5Y | -37.4% | -86.7% | +49.3% | -33.4% |
| 10Y | +34.0% | +110.6% | -76.5% | +4.6% |
| All | +73.0% | +81.7% | -8.7% | +28.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling