+1,559.5%
HWM vs SEDG
+153.1%
+1,406.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.4% | +1.4% |
| 7D | -11.4% | +1.4% | -12.8% | -11.7% |
| 30D | -18.5% | +8.3% | -26.8% | -19.5% |
| 3M | -13.2% | -40.7% | +27.5% | -9.5% |
| 6M | -8.7% | -3.9% | -4.8% | -12.1% |
| YTD | +12.2% | +20.2% | -8.0% | +4.0% |
| 1Y | +24.9% | +17.6% | +7.3% | +14.5% |
| 3Y | +383.9% | -76.6% | +460.5% | +413.8% |
| 5Y | +646.1% | -87.1% | +733.2% | +731.7% |
| All | +1,559.5% | +153.1% | +1,406.3% | +1,021.0% |
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 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