+108.1%
HST vs SEDG
+118.8%
-10.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.1% |
| 7D | +0.7% | +8.7% | -8.0% | -0.3% |
| 30D | -0.7% | +10.3% | -11.0% | -2.1% |
| 3M | -4.0% | -32.6% | +28.6% | -1.2% |
| 6M | +20.7% | -3.6% | +24.3% | +16.2% |
| YTD | +31.0% | +27.4% | +3.7% | +20.7% |
| 1Y | +36.2% | +24.9% | +11.3% | +23.6% |
| 3Y | +66.6% | -75.3% | +142.0% | +72.9% |
| 5Y | +75.8% | -86.3% | +162.1% | +92.5% |
| All | +108.1% | +118.8% | -10.6% | +50.2% |
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 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