+1,036.8%
HWM vs SEI
+647.2%
+389.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -0.9% |
| 7D | -8.0% | +28.2% | -36.3% | -14.0% |
| 30D | -18.0% | +15.5% | -33.5% | -21.7% |
| 3M | -9.5% | -1.4% | -8.1% | -11.6% |
| 6M | -8.4% | +37.4% | -45.8% | -19.0% |
| YTD | +13.6% | +47.8% | -34.2% | -2.6% |
| 1Y | +30.2% | +174.3% | -144.1% | -7.4% |
| 3Y | +392.2% | +598.5% | -206.3% | +126.4% |
| 5Y | +645.2% | +1,026.2% | -381.0% | +156.8% |
| All | +1,036.8% | +647.2% | +389.7% | +275.8% |
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 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