+42.0%
SOFI vs HAL
+106.9%
-64.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | -4.9% | -3.3% | -1.6% | -4.0% |
| 30D | -3.5% | +8.2% | -11.6% | -5.9% |
| 3M | +3.9% | -9.4% | +13.3% | +6.4% |
| 6M | -6.5% | +0.6% | -7.2% | -8.6% |
| YTD | -33.8% | +28.6% | -62.4% | -40.6% |
| 1Y | -33.3% | +63.9% | -97.2% | -45.5% |
| 3Y | +94.6% | -7.1% | +101.7% | +84.5% |
| 5Y | +13.3% | +102.3% | -89.0% | -6.6% |
| All | +42.0% | +106.9% | -64.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling