+185.4%
DHR vs SEI
+644.4%
-459.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.5% |
| 7D | -3.6% | +22.6% | -26.2% | -4.7% |
| 30D | -2.7% | +9.1% | -11.8% | -3.4% |
| 3M | +10.9% | -11.3% | +22.3% | +11.0% |
| 6M | +3.0% | +22.0% | -19.0% | +0.6% |
| YTD | -12.2% | +47.3% | -59.5% | -15.7% |
| 1Y | +3.3% | +124.8% | -121.5% | -4.1% |
| 3Y | -8.2% | +591.3% | -599.5% | -24.8% |
| 5Y | -29.9% | +1,008.2% | -1,038.1% | -45.7% |
| All | +185.4% | +644.4% | -459.0% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling