+42.3%
JHX vs SEI
+134.3%
-92.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.5% |
| 7D | -6.3% | +22.6% | -28.9% | -8.2% |
| 30D | -7.7% | +9.1% | -16.8% | -8.6% |
| 3M | +19.2% | -11.3% | +30.5% | +19.9% |
| 6M | +38.3% | +22.0% | +16.3% | +33.1% |
| YTD | +37.2% | +47.3% | -10.1% | +30.4% |
| 1Y | +42.3% | +124.8% | -82.5% | +40.2% |
| All | +42.3% | +134.3% | -92.0% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling