-86.4%
HTZ vs SEDG
-87.9%
+1.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +7.5% | +8.9% | -1.4% | +5.9% |
| 30D | +47.4% | +0.9% | +46.6% | +46.3% |
| 3M | -54.9% | -53.2% | -1.7% | -49.6% |
| 6M | -47.0% | -9.9% | -37.1% | -49.5% |
| YTD | -55.3% | +18.5% | -73.8% | -60.4% |
| 1Y | -57.6% | +0.1% | -57.8% | -62.3% |
| 3Y | -86.6% | -78.9% | -7.7% | -84.4% |
| All | -86.4% | -87.9% | +1.5% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling