+126.8%
HSY vs SEDG
+81.7%
+45.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.5% | -0.1% |
| 7D | -1.6% | +12.1% | -13.7% | -1.9% |
| 30D | -4.2% | +14.7% | -18.9% | -4.7% |
| 3M | -0.7% | -43.0% | +42.3% | +0.6% |
| 6M | -21.8% | +9.0% | -30.8% | -23.3% |
| YTD | -2.7% | +26.3% | -28.9% | -5.4% |
| 1Y | -4.8% | +8.9% | -13.8% | -7.4% |
| 3Y | -9.4% | -75.5% | +66.2% | -9.8% |
| 5Y | +11.3% | -86.7% | +98.0% | +11.5% |
| 10Y | +125.0% | +110.6% | +14.4% | +93.5% |
| All | +126.8% | +81.7% | +45.1% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling