-86.7%
SEDG vs ALHC
-33.0%
-53.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.4% | +4.7% |
| 7D | +8.7% | -5.8% | +14.5% | +9.7% |
| 30D | +10.3% | -3.3% | +13.7% | +10.8% |
| 3M | -32.6% | -37.9% | +5.3% | -28.3% |
| 6M | -3.6% | -29.5% | +25.9% | -2.2% |
| YTD | +27.4% | -35.4% | +62.8% | +31.0% |
| 1Y | +24.9% | -22.4% | +47.3% | +23.2% |
| 3Y | -75.3% | +146.3% | -221.6% | -83.0% |
| 5Y | -86.3% | -32.0% | -54.3% | -89.1% |
| All | -86.7% | -33.0% | -53.7% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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