+78.4%
HDB vs SEDG
+70.6%
+7.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +0.4% | +8.9% | -8.4% | -0.2% |
| 30D | -2.8% | +0.9% | -3.7% | -3.0% |
| 3M | -3.5% | -53.2% | +49.7% | +1.0% |
| 6M | -24.7% | -9.9% | -14.9% | -26.0% |
| YTD | -36.6% | +18.5% | -55.1% | -39.3% |
| 1Y | -34.4% | +0.1% | -34.5% | -37.1% |
| 3Y | -24.4% | -78.9% | +54.5% | -20.8% |
| 5Y | -35.4% | -88.0% | +52.7% | -30.6% |
| 10Y | +39.5% | +97.5% | -57.9% | +9.4% |
| All | +78.4% | +70.6% | +7.9% | +33.6% |
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 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