+85.7%
HST vs SEI
+608.3%
-522.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.3% |
| 7D | +0.7% | +20.7% | -20.0% | -2.8% |
| 30D | -0.7% | +9.1% | -9.8% | -2.7% |
| 3M | -4.0% | -6.0% | +2.0% | -4.9% |
| 6M | +20.7% | +18.9% | +1.8% | +13.3% |
| YTD | +31.0% | +40.1% | -9.1% | +17.9% |
| 1Y | +36.2% | +120.6% | -84.4% | +9.8% |
| 3Y | +66.6% | +562.1% | -495.5% | -9.3% |
| 5Y | +75.8% | +954.5% | -878.7% | -21.1% |
| All | +85.7% | +608.3% | -522.6% | -18.1% |
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 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