-94.4%
HTZ vs SEDG
-90.6%
-3.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.5% | -1.5% | -6.8% |
| 7D | -27.5% | -21.4% | -6.2% | -24.3% |
| 30D | -21.9% | -19.7% | -2.2% | -18.6% |
| 3M | -29.2% | -19.7% | -9.5% | -26.8% |
| 6M | -75.2% | -37.4% | -37.8% | -74.2% |
| YTD | -70.8% | -10.4% | -60.5% | -72.9% |
| 1Y | -76.1% | -43.0% | -33.1% | -75.7% |
| 3Y | -82.5% | -63.6% | -18.9% | -82.8% |
| 5Y | -94.1% | -92.5% | -1.6% | -92.1% |
| All | -94.4% | -90.6% | -3.8% | -92.7% |
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