+346.7%
HWM vs SEDG
-65.3%
+412.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.9% | +8.5% | -0.1% |
| 7D | +11.1% | -7.3% | +18.4% | +11.4% |
| 30D | +3.0% | -25.3% | +28.3% | +3.9% |
| 3M | -20.7% | -24.1% | +3.4% | -20.2% |
| 6M | -17.2% | -39.9% | +22.7% | -16.7% |
| YTD | +9.1% | -15.8% | +24.9% | +7.6% |
| 1Y | +9.0% | -42.9% | +51.9% | +9.0% |
| All | +346.7% | -65.3% | +412.0% | +344.6% |
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