+41.1%
SOFI vs HPE
+443.0%
-401.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.6% | +2.3% |
| 7D | -7.0% | +1.4% | -8.5% | -8.2% |
| 30D | -4.3% | +1.5% | -5.8% | -5.8% |
| 3M | +8.4% | +21.7% | -13.3% | -2.9% |
| 6M | -5.9% | +164.2% | -170.1% | -46.7% |
| YTD | -34.3% | +132.1% | -166.3% | -60.2% |
| 1Y | -32.6% | +130.6% | -163.2% | -59.1% |
| 3Y | +101.3% | +244.1% | -142.8% | -4.4% |
| 5Y | +12.6% | +340.8% | -328.3% | -51.2% |
| All | +41.1% | +443.0% | -401.9% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling