-94.3%
HTZ vs SEDG
-91.2%
-3.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.9% | +2.8% | -4.5% |
| 7D | -14.0% | -7.3% | -6.7% | -12.8% |
| 30D | -19.8% | -25.3% | +5.5% | -15.3% |
| 3M | -45.0% | -24.1% | -20.9% | -42.4% |
| 6M | -73.2% | -39.9% | -33.3% | -72.0% |
| YTD | -70.0% | -15.8% | -54.2% | -71.9% |
| 1Y | -75.7% | -42.9% | -32.8% | -75.3% |
| 3Y | -82.1% | -65.9% | -16.2% | -82.1% |
| 5Y | -94.3% | -93.3% | -1.0% | -92.2% |
| All | -94.3% | -91.2% | -3.1% | -92.4% |
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 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