+689.9%
SEI vs HUBB
+385.8%
+304.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +7.4% |
| 7D | +28.2% | +1.1% | +27.1% | +27.1% |
| 30D | +15.5% | -9.6% | +25.1% | +24.6% |
| 3M | -1.4% | -6.2% | +4.8% | +3.9% |
| 6M | +37.4% | -6.2% | +43.6% | +43.5% |
| YTD | +47.8% | +3.4% | +44.5% | +45.1% |
| 1Y | +174.3% | +5.3% | +169.0% | +167.5% |
| 3Y | +598.5% | +44.4% | +554.1% | +454.6% |
| 5Y | +1,026.2% | +152.4% | +873.8% | +460.1% |
| All | +689.9% | +385.8% | +304.1% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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