+313.5%
HIG vs SEDG
+83.3%
+230.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.1% |
| 7D | -2.3% | +8.7% | -11.0% | -2.8% |
| 30D | -1.2% | +10.3% | -11.5% | -1.9% |
| 3M | +6.3% | -32.6% | +38.9% | +7.7% |
| 6M | +0.6% | -3.6% | +4.2% | -1.5% |
| YTD | +0.6% | +27.4% | -26.8% | -3.8% |
| 1Y | +6.1% | +24.9% | -18.8% | +0.6% |
| 3Y | +102.0% | -75.3% | +177.3% | +107.0% |
| 5Y | +119.2% | -86.3% | +205.5% | +129.4% |
| 10Y | +312.5% | +117.7% | +194.7% | +211.9% |
| All | +313.5% | +83.3% | +230.2% | +199.4% |
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