+686.9%
SEI vs HBM
+389.3%
+297.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | +22.6% | -3.3% | +25.9% | +24.4% |
| 30D | +9.1% | -4.8% | +13.9% | +10.9% |
| 3M | -11.3% | -0.4% | -10.9% | -11.5% |
| 6M | +22.0% | +17.9% | +4.1% | +12.7% |
| YTD | +47.3% | +33.7% | +13.6% | +28.6% |
| 1Y | +124.8% | +95.6% | +29.2% | +70.8% |
| 3Y | +591.3% | +458.1% | +133.1% | +245.6% |
| 5Y | +1,008.2% | +329.0% | +679.2% | +460.0% |
| All | +686.9% | +389.3% | +297.6% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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