+340.8%
HPE vs SEI
+950.2%
-609.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.2% | -1.0% | -5.3% |
| 7D | +1.4% | +20.7% | -19.2% | -2.0% |
| 30D | +1.5% | +9.1% | -7.6% | -0.2% |
| 3M | +21.7% | -6.0% | +27.7% | +21.8% |
| 6M | +164.2% | +18.9% | +145.2% | +153.3% |
| YTD | +132.1% | +40.1% | +91.9% | +114.5% |
| 1Y | +130.6% | +120.6% | +10.0% | +95.4% |
| 3Y | +244.1% | +562.1% | -318.0% | +128.0% |
| 5Y | +340.8% | +954.5% | -613.6% | +137.4% |
| All | +340.8% | +950.2% | -609.3% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling