-11.4%
SEI vs HIG
+4.2%
-15.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.0% | +18.2% | +12.0% |
| 7D | +28.8% | -1.1% | +29.9% | +26.2% |
| 30D | +10.4% | -4.9% | +15.3% | -0.9% |
| 3M | -11.4% | +6.8% | -18.2% | +14.7% |
| All | -11.4% | +4.2% | -15.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3mo: compounded portfolio wealth divided by compounded HIG 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…
3mo analysis · Full analysis span regression · Available span rolling