+1,026.2%
SEI vs THC
+258.2%
+768.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.9% | +1.9% | +5.4% |
| 7D | +28.2% | +4.1% | +24.2% | +27.7% |
| 30D | +15.5% | +3.5% | +12.0% | +15.0% |
| 3M | -1.4% | +61.7% | -63.1% | -8.0% |
| 6M | +37.4% | +11.8% | +25.6% | +35.2% |
| YTD | +47.8% | +35.4% | +12.4% | +40.5% |
| 1Y | +174.3% | +37.0% | +137.3% | +159.3% |
| 3Y | +598.5% | +260.1% | +338.4% | +436.7% |
| 5Y | +1,026.2% | +262.6% | +763.6% | +753.1% |
| All | +1,026.2% | +258.2% | +768.0% | +753.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling