+15.4%
SOFI vs HBM
+327.6%
-312.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -4.9% | -3.3% | -1.6% | -3.9% |
| 30D | -3.5% | -4.8% | +1.4% | -1.8% |
| 3M | +3.9% | -0.4% | +4.3% | +2.6% |
| 6M | -6.5% | +17.9% | -24.4% | -15.2% |
| YTD | -33.8% | +33.7% | -67.6% | -44.4% |
| 1Y | -33.3% | +95.6% | -128.9% | -52.6% |
| 3Y | +94.6% | +458.1% | -363.5% | -15.5% |
| All | +15.4% | +327.6% | -312.2% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling