+1.9%
USHY vs SEDG
+7.5%
-5.6%
-1.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | -0.2% |
| 7D | -0.1% | +3.6% | -3.8% | -0.2% |
| 30D | 0.0% | +9.3% | -9.4% | -0.1% |
| 3M | +0.8% | -39.1% | +39.9% | +1.0% |
| 6M | +1.9% | +1.8% | +0.1% | +2.5% |
| All | +1.9% | +7.5% | -5.6% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling