+103.5%
HSY vs SEI
+507.3%
-403.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.1% |
| 7D | -3.3% | +10.2% | -13.5% | -3.4% |
| 30D | -2.8% | -1.0% | -1.8% | -2.8% |
| 3M | -4.5% | -27.9% | +23.4% | -4.2% |
| 6M | -24.2% | +10.4% | -34.6% | -24.7% |
| YTD | -2.7% | +20.1% | -22.9% | -3.7% |
| 1Y | -3.7% | +109.7% | -113.5% | -6.4% |
| 3Y | -11.5% | +458.6% | -470.1% | -20.5% |
| 5Y | +10.3% | +775.3% | -764.9% | -5.7% |
| All | +103.5% | +507.3% | -403.7% | +63.9% |
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