+645.2%
HWM vs SEDG
-87.1%
+732.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | -8.0% | +3.6% | -11.7% | -8.3% |
| 30D | -18.0% | +9.3% | -27.3% | -18.6% |
| 3M | -9.5% | -39.1% | +29.6% | -7.3% |
| 6M | -8.4% | +1.8% | -10.2% | -11.0% |
| YTD | +13.6% | +22.0% | -8.4% | +8.4% |
| 1Y | +30.2% | +17.2% | +13.0% | +23.6% |
| 3Y | +392.2% | -76.3% | +468.6% | +445.0% |
| 5Y | +645.2% | -87.2% | +732.4% | +753.1% |
| All | +645.2% | -87.1% | +732.3% | +753.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling