+187.4%
HIMS vs SEDG
-49.1%
+236.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.9% | +0.1% |
| 7D | -0.9% | +12.1% | -13.1% | -3.6% |
| 30D | -10.8% | +14.7% | -25.5% | -13.9% |
| 3M | +3.7% | -43.0% | +46.7% | +15.1% |
| 6M | +79.0% | +9.0% | +69.9% | +64.4% |
| YTD | -13.2% | +26.3% | -39.5% | -24.1% |
| 1Y | -43.3% | +8.9% | -52.2% | -49.3% |
| 3Y | +331.4% | -75.5% | +406.9% | +356.2% |
| 5Y | +230.2% | -86.7% | +317.0% | +294.9% |
| All | +187.4% | -49.1% | +236.5% | +225.2% |
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