-40.8%
SOFI vs HPE
+113.0%
-153.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.7% | +9.3% | +5.0% |
| 7D | +1.4% | -17.0% | +18.4% | +5.9% |
| 30D | +9.2% | -26.7% | +35.9% | +17.3% |
| 3M | -7.1% | -4.1% | -2.9% | -8.2% |
| 6M | +7.3% | +75.4% | -68.1% | -14.3% |
| YTD | -33.6% | +111.0% | -144.6% | -49.7% |
| 1Y | -40.8% | +116.4% | -157.3% | -56.2% |
| All | -40.8% | +113.0% | -153.9% | -56.2% |
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