+441.5%
HLT vs SEDG
+73.0%
+368.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.5% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -5.0% | +8.3% | -13.3% | -6.0% |
| 3M | -10.4% | -40.7% | +30.3% | -7.1% |
| 6M | +3.2% | -3.9% | +7.1% | -0.1% |
| YTD | +6.7% | +20.2% | -13.5% | -0.2% |
| 1Y | +10.3% | +17.6% | -7.3% | +1.9% |
| 3Y | +99.3% | -76.6% | +175.9% | +107.1% |
| 5Y | +143.7% | -87.1% | +230.8% | +165.1% |
| 10Y | +584.7% | +105.5% | +479.3% | +401.1% |
| All | +441.5% | +73.0% | +368.5% | +301.2% |
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