+49.7%
USHY vs SEDG
+20.1%
+29.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.6% |
| 7D | -0.7% | +8.7% | -9.5% | -1.0% |
| 30D | -0.5% | +10.3% | -10.9% | -0.9% |
| 3M | +0.5% | -32.6% | +33.1% | +1.4% |
| 6M | +1.5% | -3.6% | +5.1% | +0.5% |
| YTD | +1.7% | +27.4% | -25.6% | -0.6% |
| 1Y | +3.5% | +24.9% | -21.4% | +0.8% |
| 3Y | +27.2% | -75.3% | +102.5% | +29.3% |
| 5Y | +21.0% | -86.3% | +107.3% | +24.8% |
| All | +49.7% | +20.1% | +29.6% | +38.8% |
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 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