-9.0%
HUM vs SEI
+594.6%
-603.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +2.3% |
| 7D | +2.1% | +22.6% | -20.5% | +2.1% |
| 30D | +5.4% | +9.1% | -3.7% | +5.4% |
| 3M | +11.4% | -11.3% | +22.7% | +11.1% |
| 6M | +141.5% | +22.0% | +119.5% | +141.6% |
| YTD | +61.2% | +47.3% | +13.9% | +61.7% |
| 1Y | +49.2% | +124.8% | -75.6% | +50.4% |
| 3Y | -9.0% | +591.3% | -600.3% | -10.8% |
| All | -9.0% | +594.6% | -603.6% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling