+94.6%
SOFI vs HPE
+284.9%
-190.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | -5.2% |
| 7D | -4.9% | +19.4% | -24.3% | -13.5% |
| 30D | -3.5% | +5.6% | -9.1% | -6.8% |
| 3M | +3.9% | +33.1% | -29.2% | -11.4% |
| 6M | -6.5% | +192.5% | -199.0% | -51.5% |
| YTD | -33.8% | +160.9% | -194.8% | -63.4% |
| 1Y | -33.3% | +155.0% | -188.2% | -62.7% |
| 3Y | +94.6% | +289.4% | -194.8% | -15.5% |
| All | +94.6% | +284.9% | -190.3% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling