+41.1%
SOFI vs HALO
+148.8%
-107.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -7.0% | -3.4% | -3.6% | -5.9% |
| 30D | -4.3% | +4.3% | -8.6% | -5.7% |
| 3M | +8.4% | +51.8% | -43.3% | -7.7% |
| 6M | -5.9% | +57.8% | -63.7% | -21.5% |
| YTD | -34.3% | +59.0% | -93.3% | -45.7% |
| 1Y | -32.6% | +41.2% | -73.7% | -41.8% |
| 3Y | +101.3% | +177.8% | -76.6% | +19.2% |
| 5Y | +12.6% | +159.5% | -146.9% | -34.5% |
| All | +41.1% | +148.8% | -107.8% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling