-22.3%
HCA vs SEI
+42.0%
-64.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.9% | +5.6% |
| 7D | +4.9% | +28.2% | -23.3% | +8.6% |
| 30D | +1.9% | +15.5% | -13.6% | +4.2% |
| 3M | +12.7% | -1.4% | +14.1% | +13.6% |
| 6M | -22.3% | +37.4% | -59.8% | -21.4% |
| All | -22.3% | +42.0% | -64.3% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling