-86.7%
SEDG vs ALHC
-30.5%
-56.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.6% |
| 7D | +12.1% | -1.0% | +13.1% | +12.3% |
| 30D | +14.7% | -6.3% | +21.0% | +15.7% |
| 3M | -43.0% | -12.3% | -30.7% | -43.1% |
| 6M | +9.0% | -27.0% | +36.0% | +10.2% |
| YTD | +26.3% | -31.8% | +58.1% | +28.9% |
| 1Y | +8.9% | -17.0% | +26.0% | +6.1% |
| 3Y | -75.5% | +159.8% | -235.4% | -83.7% |
| 5Y | -86.7% | -25.1% | -61.6% | -90.0% |
| All | -86.7% | -30.5% | -56.2% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling