+563.1%
HPE vs SEDG
+106.4%
+456.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -5.6% | +18.1% | +13.1% |
| 7D | +19.4% | +1.4% | +18.0% | +19.0% |
| 30D | +5.6% | +8.3% | -2.7% | +4.2% |
| 3M | +33.1% | -40.7% | +73.7% | +40.0% |
| 6M | +192.5% | -3.9% | +196.4% | +186.1% |
| YTD | +160.9% | +20.2% | +140.7% | +146.3% |
| 1Y | +155.0% | +17.6% | +137.4% | +138.1% |
| 3Y | +289.4% | -76.6% | +366.0% | +309.8% |
| 5Y | +395.7% | -87.1% | +482.7% | +438.5% |
| All | +563.1% | +106.4% | +456.7% | +342.0% |
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