-93.9%
HTZ vs SEDG
-90.0%
-3.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +5.0% | -13.4% | -9.3% |
| 7D | -14.6% | -8.5% | -6.1% | -13.1% |
| 30D | -20.8% | -17.0% | -3.7% | -18.0% |
| 3M | -18.8% | -15.8% | -3.0% | -16.8% |
| 6M | -74.7% | -32.3% | -42.4% | -74.1% |
| YTD | -68.1% | -4.6% | -63.4% | -70.7% |
| 1Y | -73.5% | -29.2% | -44.2% | -74.3% |
| 3Y | -81.8% | -61.7% | -20.1% | -82.2% |
| 5Y | -95.2% | -92.0% | -3.2% | -93.7% |
| All | -93.9% | -90.0% | -3.9% | -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 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