+623.6%
SEI vs THC
+1,486.2%
-862.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -10.8% | +8.8% | -19.7% | -12.8% |
| 30D | -19.0% | +10.0% | -29.1% | -21.1% |
| 3M | +5.8% | +11.7% | -5.9% | +2.5% |
| 6M | -14.9% | +52.5% | -67.4% | -24.7% |
| YTD | +35.4% | +46.1% | -10.7% | +19.7% |
| 1Y | +23.9% | +49.1% | -25.2% | +8.9% |
| 3Y | +661.3% | +439.6% | +221.7% | +360.3% |
| 5Y | +822.2% | +263.2% | +559.1% | +484.5% |
| All | +623.6% | +1,486.2% | -862.6% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling