-91.6%
HTZ vs SEDG
-89.1%
-2.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -8.7% | +17.9% | +10.7% |
| 7D | +18.9% | +1.8% | +17.2% | +18.3% |
| 30D | +26.3% | -12.7% | +38.9% | +29.0% |
| 3M | +49.7% | -38.4% | +88.1% | +59.3% |
| 6M | -61.1% | -27.7% | -33.4% | -60.8% |
| YTD | -56.0% | +4.1% | -60.1% | -60.4% |
| 1Y | -66.4% | -5.7% | -60.8% | -69.6% |
| 3Y | -75.8% | -60.3% | -15.5% | -76.5% |
| 5Y | -93.1% | -91.4% | -1.7% | -91.0% |
| All | -91.6% | -89.1% | -2.5% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling