+150.6%
HUM vs SEDG
+83.3%
+67.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | 0.0% |
| 7D | -1.4% | +8.7% | -10.2% | -1.8% |
| 30D | +7.5% | +10.3% | -2.8% | +6.9% |
| 3M | +10.2% | -32.6% | +42.8% | +11.7% |
| 6M | +132.5% | -3.6% | +136.1% | +129.1% |
| YTD | +57.6% | +27.4% | +30.2% | +52.0% |
| 1Y | +48.6% | +24.9% | +23.7% | +41.9% |
| 3Y | -11.2% | -75.3% | +64.2% | -8.6% |
| 5Y | +4.8% | -86.3% | +91.1% | +9.4% |
| 10Y | +147.1% | +117.7% | +29.4% | +92.5% |
| All | +150.6% | +83.3% | +67.3% | +86.0% |
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