+87.1%
HUM vs SEI
+608.3%
-521.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.5% |
| 7D | -1.4% | +20.7% | -22.1% | -2.6% |
| 30D | +7.5% | +9.1% | -1.6% | +6.7% |
| 3M | +10.2% | -6.0% | +16.2% | +10.0% |
| 6M | +132.5% | +18.9% | +113.6% | +127.9% |
| YTD | +57.6% | +40.1% | +17.5% | +52.2% |
| 1Y | +48.6% | +120.6% | -72.0% | +38.2% |
| 3Y | -11.2% | +562.1% | -573.3% | -30.1% |
| 5Y | +4.8% | +954.5% | -949.7% | -25.4% |
| All | +87.1% | +608.3% | -521.2% | +27.1% |
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