+132.5%
HUM vs SEDG
+2.5%
+130.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | +0.1% |
| 7D | -1.4% | +8.7% | -10.2% | -1.5% |
| 30D | +7.5% | +10.3% | -2.8% | +7.4% |
| 3M | +10.2% | -32.6% | +42.8% | +10.9% |
| 6M | +132.5% | -3.6% | +136.1% | +127.2% |
| All | +132.5% | +2.5% | +130.1% | +127.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling