+96.6%
JHX vs SEI
+608.3%
-511.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -1.7% |
| 7D | -4.9% | +20.7% | -25.5% | -7.7% |
| 30D | -9.3% | +9.1% | -18.4% | -10.9% |
| 3M | +28.1% | -6.0% | +34.1% | +27.3% |
| 6M | +35.2% | +18.9% | +16.3% | +28.7% |
| YTD | +35.9% | +40.1% | -4.3% | +25.2% |
| 1Y | +42.5% | +120.6% | -78.1% | +20.5% |
| 3Y | -4.5% | +562.1% | -566.6% | -41.0% |
| 5Y | -27.1% | +954.5% | -981.6% | -61.4% |
| All | +96.6% | +608.3% | -511.7% | -5.2% |
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 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