+15.4%
SOFI vs HPE
+394.3%
-378.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | -5.6% |
| 7D | -4.9% | +19.4% | -24.3% | -14.1% |
| 30D | -3.5% | +5.6% | -9.1% | -7.1% |
| 3M | +3.9% | +33.1% | -29.2% | -12.4% |
| 6M | -6.5% | +192.5% | -199.0% | -52.8% |
| YTD | -33.8% | +160.9% | -194.8% | -64.4% |
| 1Y | -33.3% | +155.0% | -188.2% | -63.7% |
| 3Y | +94.6% | +289.4% | -194.8% | -21.9% |
| All | +15.4% | +394.3% | -378.9% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling