+796.4%
HUT vs SEDG
-76.7%
+873.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.2% | -2.9% |
| 7D | +18.9% | +3.6% | +15.3% | +18.1% |
| 30D | +12.0% | +9.3% | +2.7% | +9.7% |
| 3M | -14.9% | -39.1% | +24.2% | -7.4% |
| 6M | +96.8% | +1.8% | +95.0% | +87.4% |
| YTD | +108.8% | +22.0% | +86.7% | +91.4% |
| 1Y | +227.4% | +17.2% | +210.2% | +203.8% |
| All | +796.4% | -76.7% | +873.2% | +1,047.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling