+180.7%
HIMS vs SEDG
-51.5%
+232.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.6% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | -8.2% | +8.3% | -16.5% | -10.2% |
| 3M | -4.7% | -40.7% | +35.9% | +5.0% |
| 6M | +6.3% | -3.9% | +10.2% | +0.5% |
| YTD | -15.3% | +20.2% | -35.5% | -25.1% |
| 1Y | -46.9% | +17.6% | -64.5% | -53.4% |
| 3Y | +321.3% | -76.6% | +397.9% | +349.8% |
| 5Y | +215.8% | -87.1% | +302.9% | +280.8% |
| All | +180.7% | -51.5% | +232.2% | +221.0% |
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