+432.6%
HUBB vs SEDG
+73.0%
+359.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +2.3% |
| 7D | -0.1% | +1.4% | -1.5% | -0.3% |
| 30D | -10.0% | +8.3% | -18.3% | -10.8% |
| 3M | -1.6% | -40.7% | +39.1% | +2.3% |
| 6M | -3.1% | -3.9% | +0.8% | -5.4% |
| YTD | +4.6% | +20.2% | -15.6% | -0.8% |
| 1Y | +3.3% | +17.6% | -14.3% | -2.8% |
| 3Y | +46.6% | -76.6% | +123.2% | +51.4% |
| 5Y | +158.7% | -87.1% | +245.8% | +175.2% |
| 10Y | +443.5% | +105.5% | +338.0% | +311.4% |
| All | +432.6% | +73.0% | +359.6% | +302.0% |
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