-63.6%
SEDG vs ALHC
+30.0%
-93.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.5% | -12.0% | -6.8% |
| 7D | -21.4% | +3.8% | -25.1% | -21.5% |
| 30D | -19.7% | +1.7% | -21.4% | -19.8% |
| 3M | -19.7% | -44.3% | +24.6% | -17.6% |
| 6M | -37.4% | -57.2% | +19.8% | -34.9% |
| YTD | -10.4% | -61.2% | +50.8% | -6.6% |
| 1Y | -43.0% | -53.2% | +10.2% | -42.6% |
| 3Y | -63.6% | +27.8% | -91.5% | -74.7% |
| All | -63.6% | +30.0% | -93.6% | -74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling