+689.9%
SEI vs HBM
+431.8%
+258.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +6.0% |
| 7D | +28.2% | +5.5% | +22.7% | +26.0% |
| 30D | +15.5% | +3.3% | +12.2% | +13.9% |
| 3M | -1.4% | +12.7% | -14.0% | -5.8% |
| 6M | +37.4% | +28.2% | +9.2% | +23.1% |
| YTD | +47.8% | +45.3% | +2.5% | +25.2% |
| 1Y | +174.3% | +121.7% | +52.6% | +99.5% |
| 3Y | +598.5% | +523.5% | +75.0% | +235.3% |
| 5Y | +1,026.2% | +393.9% | +632.3% | +440.0% |
| All | +689.9% | +431.8% | +258.1% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling