+47.6%
SOFI vs HAL
+112.4%
-64.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | +5.6% | +0.5% | +5.2% | +5.5% |
| 30D | -2.0% | +15.9% | -17.9% | -6.6% |
| 3M | +9.2% | -8.7% | +17.9% | +11.6% |
| 6M | -4.7% | +9.0% | -13.7% | -9.3% |
| YTD | -31.2% | +32.0% | -63.2% | -38.7% |
| 1Y | -30.6% | +72.5% | -103.1% | -44.3% |
| 3Y | +110.6% | -4.5% | +115.2% | +98.1% |
| 5Y | +16.4% | +109.7% | -93.3% | -4.8% |
| All | +47.6% | +112.4% | -64.8% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling