-33.3%
SOFI vs HPE
+157.9%
-191.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | -3.1% |
| 7D | -4.9% | +19.4% | -24.3% | -10.5% |
| 30D | -3.5% | +5.6% | -9.1% | -5.5% |
| 3M | +3.9% | +33.1% | -29.2% | -6.1% |
| 6M | -6.5% | +192.5% | -199.0% | -40.7% |
| YTD | -33.8% | +160.9% | -194.8% | -54.8% |
| 1Y | -33.3% | +155.0% | -188.2% | -53.0% |
| All | -33.3% | +157.9% | -191.1% | -53.0% |
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