+434.3%
THC vs SEDG
+70.6%
+363.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -0.7% | +8.9% | -9.5% | -1.8% |
| 30D | +1.3% | +0.9% | +0.4% | +0.8% |
| 3M | +64.2% | -53.2% | +117.5% | +77.9% |
| 6M | +8.3% | -9.9% | +18.1% | +3.1% |
| YTD | +33.4% | +18.5% | +14.8% | +19.8% |
| 1Y | +37.7% | +0.1% | +37.6% | +24.0% |
| 3Y | +236.8% | -78.9% | +315.7% | +257.6% |
| 5Y | +249.3% | -88.0% | +337.3% | +292.6% |
| 10Y | +995.2% | +97.5% | +897.8% | +538.4% |
| All | +434.3% | +70.6% | +363.7% | +221.1% |
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