+121.0%
HPQ vs SEI
+606.2%
-485.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +16.3% | -20.8% | -6.7% |
| 7D | -0.5% | +28.8% | -29.3% | -4.1% |
| 30D | +3.7% | +10.4% | -6.6% | +1.7% |
| 3M | +24.3% | -11.4% | +35.7% | +24.2% |
| 6M | +64.8% | +31.2% | +33.6% | +53.1% |
| YTD | +43.9% | +39.7% | +4.2% | +31.1% |
| 1Y | +11.7% | +149.0% | -137.3% | -8.8% |
| 3Y | +19.7% | +560.2% | -540.5% | -26.8% |
| 5Y | +32.2% | +955.7% | -923.5% | -31.9% |
| All | +121.0% | +606.2% | -485.2% | +10.1% |
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