-94.8%
HTZ vs SEDG
-92.5%
-2.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -12.7% | -8.1% | -18.5% |
| 7D | -7.7% | -14.2% | +6.5% | -5.0% |
| 30D | -13.1% | -23.0% | +9.9% | -8.7% |
| 3M | +14.7% | -22.7% | +37.5% | +19.4% |
| 6M | -70.6% | -41.3% | -29.3% | -69.1% |
| YTD | -65.2% | -9.2% | -56.0% | -67.8% |
| 1Y | -73.2% | -36.1% | -37.1% | -73.4% |
| 3Y | -80.8% | -65.3% | -15.5% | -80.7% |
| 5Y | -94.8% | -92.4% | -2.4% | -92.3% |
| All | -94.8% | -92.5% | -2.3% | -92.3% |
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