+1,474.6%
HWM vs SEDG
+80.7%
+1,393.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | +7.3% | -13.3% | +20.6% | +8.9% |
| 30D | +1.6% | -21.9% | +23.4% | +4.1% |
| 3M | -21.9% | -25.9% | +4.0% | -19.9% |
| 6M | -19.0% | -44.2% | +25.2% | -16.6% |
| YTD | +7.9% | -17.3% | +25.3% | +3.8% |
| 1Y | +9.9% | -34.5% | +44.5% | +8.7% |
| 3Y | +342.1% | -66.7% | +408.8% | +329.6% |
| 5Y | +600.8% | -93.4% | +694.2% | +766.3% |
| All | +1,474.6% | +80.7% | +1,393.9% | +948.8% |
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