+73.9%
HST vs SEDG
-87.1%
+161.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | -0.3% | +3.6% | -3.9% | -0.7% |
| 30D | -2.8% | +9.3% | -12.1% | -3.9% |
| 3M | -6.5% | -39.1% | +32.6% | -3.0% |
| 6M | +20.7% | +1.8% | +18.9% | +15.8% |
| YTD | +30.5% | +22.0% | +8.4% | +21.6% |
| 1Y | +36.8% | +17.2% | +19.6% | +26.1% |
| 3Y | +65.9% | -76.3% | +142.2% | +85.1% |
| 5Y | +73.9% | -87.2% | +161.1% | +109.0% |
| All | +73.9% | -87.1% | +161.0% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling