+50.0%
HUM vs SEDG
-5.0%
+55.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.6% | -0.3% |
| 7D | +1.6% | +1.8% | -0.2% | +1.6% |
| 30D | +3.5% | -12.7% | +16.2% | +3.2% |
| 3M | +15.5% | -38.4% | +53.9% | +14.1% |
| 6M | +76.2% | -27.7% | +103.9% | +76.5% |
| YTD | +64.5% | +4.1% | +60.5% | +72.0% |
| 1Y | +50.0% | -5.7% | +55.7% | +56.8% |
| All | +50.0% | -5.0% | +55.0% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling