+689.9%
SEI vs HRB
+147.7%
+542.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.1% |
| 7D | +28.2% | -10.6% | +38.8% | +30.8% |
| 30D | +15.5% | -0.8% | +16.3% | +14.8% |
| 3M | -1.4% | +19.1% | -20.4% | -7.3% |
| 6M | +37.4% | +48.7% | -11.3% | +19.2% |
| YTD | +47.8% | +7.1% | +40.7% | +41.0% |
| 1Y | +174.3% | -8.3% | +182.6% | +172.5% |
| 3Y | +598.5% | +25.8% | +572.6% | +499.9% |
| 5Y | +1,026.2% | +111.1% | +915.1% | +670.3% |
| All | +689.9% | +147.7% | +542.1% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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