+155.0%
HPE vs SEI
+134.3%
+20.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.1% | +7.3% | +11.2% |
| 7D | +19.4% | +22.6% | -3.2% | +14.2% |
| 30D | +5.6% | +9.1% | -3.5% | +3.2% |
| 3M | +33.1% | -11.3% | +44.4% | +33.5% |
| 6M | +192.5% | +22.0% | +170.4% | +179.5% |
| YTD | +160.9% | +47.3% | +113.6% | +139.8% |
| 1Y | +155.0% | +124.8% | +30.2% | +115.7% |
| All | +155.0% | +134.3% | +20.7% | +115.7% |
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