+65.0%
HST vs SEDG
-76.7%
+141.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.1% |
| 7D | -0.3% | +3.6% | -3.9% | -0.6% |
| 30D | -2.8% | +9.3% | -12.1% | -3.5% |
| 3M | -6.5% | -39.1% | +32.6% | -4.2% |
| 6M | +20.7% | +1.8% | +18.9% | +17.4% |
| YTD | +30.5% | +22.0% | +8.4% | +24.5% |
| 1Y | +36.8% | +17.2% | +19.6% | +29.7% |
| All | +65.0% | -76.7% | +141.7% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling