+3.3%
USHY vs SEDG
+17.9%
-14.6%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.7% | +0.1% |
| 7D | -0.7% | +1.4% | -2.1% | -0.7% |
| 30D | -0.7% | +8.3% | -9.0% | -0.8% |
| 3M | +0.1% | -40.7% | +40.7% | +0.4% |
| 6M | +1.8% | -3.9% | +5.7% | +1.5% |
| YTD | +1.8% | +20.2% | -18.4% | +1.1% |
| 1Y | +3.3% | +17.6% | -14.3% | +2.8% |
| All | +3.3% | +17.9% | -14.6% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling