+455.7%
HPE vs SEI
+644.4%
-188.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.1% | +7.3% | +11.3% |
| 7D | +19.4% | +22.6% | -3.2% | +14.3% |
| 30D | +5.6% | +9.1% | -3.5% | +3.4% |
| 3M | +33.1% | -11.3% | +44.4% | +35.1% |
| 6M | +192.5% | +22.0% | +170.4% | +175.6% |
| YTD | +160.9% | +47.3% | +113.6% | +133.2% |
| 1Y | +155.0% | +124.8% | +30.2% | +104.8% |
| 3Y | +289.4% | +591.3% | -301.9% | +116.0% |
| 5Y | +395.7% | +1,008.2% | -612.6% | +123.8% |
| All | +455.7% | +644.4% | -188.7% | +144.0% |
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 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