+427.2%
HPE vs SEI
+647.2%
-220.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.8% | -0.7% | +3.9% |
| 7D | +13.6% | +28.2% | -14.6% | +7.6% |
| 30D | +7.7% | +15.5% | -7.8% | +4.1% |
| 3M | +22.4% | -1.4% | +23.7% | +21.2% |
| 6M | +172.6% | +37.4% | +135.2% | +149.9% |
| YTD | +147.5% | +47.8% | +99.7% | +120.8% |
| 1Y | +151.8% | +174.3% | -22.5% | +93.0% |
| 3Y | +267.1% | +598.5% | -331.4% | +102.9% |
| 5Y | +362.8% | +1,026.2% | -663.5% | +107.8% |
| All | +427.2% | +647.2% | -220.0% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling