+832.8%
SEI vs THC
+264.0%
+568.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -10.8% | +8.8% | -19.7% | -11.5% |
| 30D | -19.0% | +10.0% | -29.1% | -19.7% |
| 3M | +5.8% | +11.7% | -5.9% | +4.6% |
| 6M | -14.9% | +52.5% | -67.4% | -19.6% |
| YTD | +35.4% | +46.1% | -10.7% | +27.8% |
| 1Y | +23.9% | +49.1% | -25.2% | +16.5% |
| 3Y | +661.3% | +439.6% | +221.7% | +447.3% |
| All | +832.8% | +264.0% | +568.8% | +621.6% |
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