+256.9%
HL vs SEDG
+106.4%
+150.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.3% |
| 7D | -4.4% | +1.4% | -5.8% | -4.7% |
| 30D | +9.3% | +8.3% | +1.0% | +7.7% |
| 3M | +32.0% | -40.7% | +72.6% | +40.4% |
| 6M | -6.4% | -3.9% | -2.5% | -10.3% |
| YTD | +3.1% | +20.2% | -17.1% | -5.2% |
| 1Y | +77.6% | +17.6% | +60.0% | +61.3% |
| 3Y | +392.8% | -76.6% | +469.4% | +432.0% |
| 5Y | +234.1% | -87.1% | +321.2% | +282.8% |
| All | +256.9% | +106.4% | +150.5% | +193.8% |
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