+1,773.8%
HWM vs SEDG
+149.6%
+1,624.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -2.1% | +8.9% | -11.0% | -3.1% |
| 30D | -11.0% | +0.9% | -11.9% | -11.3% |
| 3M | +4.0% | -53.2% | +57.3% | +11.3% |
| 6M | -0.2% | -9.9% | +9.6% | -3.2% |
| YTD | +26.7% | +18.5% | +8.1% | +17.9% |
| 1Y | +44.7% | +0.1% | +44.6% | +35.4% |
| 3Y | +426.1% | -78.9% | +505.0% | +470.0% |
| 5Y | +738.5% | -88.0% | +826.5% | +849.3% |
| All | +1,773.8% | +149.6% | +1,624.2% | +1,169.8% |
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 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