-28.2%
SOFI vs HPE
+122.1%
-150.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -0.2% | -2.3% | +2.1% | +0.4% |
| 3M | +6.2% | -2.9% | +9.1% | +6.1% |
| 6M | -2.6% | +143.6% | -146.1% | -33.9% |
| YTD | -30.4% | +118.5% | -148.9% | -49.4% |
| 1Y | -28.2% | +129.2% | -157.4% | -46.5% |
| All | -28.2% | +122.1% | -150.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling