+187.2%
JHX vs SEDG
+73.0%
+114.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.6% |
| 7D | -6.3% | +1.4% | -7.7% | -6.5% |
| 30D | -7.7% | +8.3% | -16.1% | -8.8% |
| 3M | +19.2% | -40.7% | +59.8% | +24.5% |
| 6M | +38.3% | -3.9% | +42.2% | +34.3% |
| YTD | +37.2% | +20.2% | +17.0% | +28.8% |
| 1Y | +42.3% | +17.6% | +24.7% | +31.5% |
| 3Y | -4.4% | -76.6% | +72.2% | -1.7% |
| 5Y | -26.4% | -87.1% | +60.7% | -21.5% |
| 10Y | +106.3% | +105.5% | +0.8% | +52.1% |
| All | +187.2% | +73.0% | +114.2% | +119.5% |
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