+42.0%
SOFI vs HBM
+304.5%
-262.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -2.9% | +5.5% | -8.4% | -4.8% |
| 30D | -4.4% | +3.3% | -7.6% | -5.6% |
| 3M | +5.2% | +12.7% | -7.4% | -0.4% |
| 6M | -7.8% | +28.2% | -36.0% | -18.0% |
| YTD | -33.8% | +45.3% | -79.1% | -44.9% |
| 1Y | -33.3% | +121.7% | -155.0% | -53.0% |
| 3Y | +102.7% | +523.5% | -420.8% | -6.1% |
| 5Y | +10.5% | +393.9% | -383.5% | -45.8% |
| All | +42.0% | +304.5% | -262.4% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling