+560.2%
SEI vs THC
+253.4%
+306.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.3% | +18.6% | +16.3% |
| 7D | +28.8% | -2.6% | +31.4% | +28.8% |
| 30D | +10.4% | -1.2% | +11.5% | +10.3% |
| 3M | -11.4% | +58.9% | -70.3% | -14.5% |
| 6M | +31.2% | +9.3% | +21.9% | +32.2% |
| YTD | +39.7% | +30.4% | +9.4% | +36.8% |
| 1Y | +149.0% | +34.6% | +114.4% | +141.7% |
| 3Y | +560.2% | +246.7% | +313.5% | +397.0% |
| All | +560.2% | +253.4% | +306.8% | +397.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling