-28.2%
SOFI vs HALO
+47.3%
-75.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.9% | +4.6% | -3.7% | +0.2% |
| 30D | -0.2% | +31.8% | -32.0% | -3.9% |
| 3M | +6.2% | +53.9% | -47.7% | -0.8% |
| 6M | -2.6% | +57.4% | -59.9% | -10.0% |
| YTD | -30.4% | +63.7% | -94.1% | -37.0% |
| 1Y | -28.2% | +50.1% | -78.3% | -32.9% |
| All | -28.2% | +47.3% | -75.5% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling