+126.5%
HSY vs SEDG
+106.4%
+20.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.4% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | -5.2% | +8.3% | -13.5% | -5.5% |
| 3M | -3.4% | -40.7% | +37.3% | -2.2% |
| 6M | -19.2% | -3.9% | -15.3% | -20.4% |
| YTD | -2.6% | +20.2% | -22.8% | -5.3% |
| 1Y | -3.8% | +17.6% | -21.4% | -6.8% |
| 3Y | -10.6% | -76.6% | +66.0% | -10.8% |
| 5Y | +12.3% | -87.1% | +99.4% | +12.7% |
| All | +126.5% | +106.4% | +20.1% | +91.7% |
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