+403.8%
HUT vs SEDG
-28.9%
+432.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.4% | -9.9% | -6.8% |
| 7D | +2.8% | +8.7% | -5.9% | +0.4% |
| 30D | +2.1% | +10.3% | -8.3% | -1.3% |
| 3M | -14.3% | -32.6% | +18.3% | -6.7% |
| 6M | +84.2% | -3.6% | +87.8% | +72.5% |
| YTD | +97.2% | +27.4% | +69.8% | +69.0% |
| 1Y | +192.7% | +24.9% | +167.8% | +150.3% |
| 3Y | +712.6% | -75.3% | +787.9% | +848.1% |
| 5Y | +85.5% | -86.3% | +171.8% | +163.7% |
| All | +403.8% | -28.9% | +432.7% | +473.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling