+129.2%
HPE vs SEI
+105.8%
+23.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.9% | -5.2% |
| 7D | -0.6% | +10.2% | -10.8% | -2.6% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | -2.9% | -27.9% | +25.1% | +1.8% |
| 6M | +143.6% | +10.4% | +133.2% | +140.1% |
| YTD | +118.5% | +20.1% | +98.4% | +110.4% |
| 1Y | +129.2% | +109.7% | +19.5% | +107.0% |
| All | +129.2% | +105.8% | +23.4% | +107.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling