+76.0%
SEDG vs HBM
+257.1%
-181.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.8% | +0.8% | +4.8% |
| 7D | +12.1% | +7.4% | +4.8% | +9.8% |
| 30D | +14.7% | +5.1% | +9.6% | +12.6% |
| 3M | -43.0% | +11.1% | -54.2% | -45.2% |
| 6M | +9.0% | +30.2% | -21.2% | -1.3% |
| YTD | +26.3% | +46.2% | -19.9% | +9.8% |
| 1Y | +8.9% | +120.0% | -111.1% | -15.8% |
| 3Y | -75.5% | +527.4% | -602.9% | -86.1% |
| 5Y | -86.7% | +400.4% | -487.1% | -92.4% |
| 10Y | +110.6% | +621.5% | -510.9% | -10.7% |
| All | +76.0% | +257.1% | -181.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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