+420.1%
HUT vs SEDG
-33.8%
+454.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.9% |
| 7D | +17.8% | +8.9% | +8.9% | +15.0% |
| 30D | +0.8% | +0.9% | 0.0% | +0.1% |
| 3M | -26.8% | -53.2% | +26.5% | -11.5% |
| 6M | +72.6% | -9.9% | +82.4% | +64.7% |
| YTD | +103.6% | +18.5% | +85.1% | +78.1% |
| 1Y | +265.3% | +0.1% | +265.2% | +230.6% |
| 3Y | +689.4% | -78.9% | +768.3% | +870.6% |
| 5Y | +75.3% | -88.0% | +163.4% | +159.0% |
| All | +420.1% | -33.8% | +454.0% | +504.7% |
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