+93.4%
SOFI vs HBM
+460.9%
-367.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.8% | +2.4% |
| 7D | -7.0% | -3.7% | -3.3% | -5.8% |
| 30D | -4.3% | -3.7% | -0.6% | -3.1% |
| 3M | +8.4% | +8.0% | +0.4% | +3.4% |
| 6M | -5.9% | +15.8% | -21.7% | -14.4% |
| YTD | -34.3% | +34.4% | -68.6% | -45.7% |
| 1Y | -32.6% | +98.2% | -130.7% | -54.1% |
| All | +93.4% | +460.9% | -367.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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