-19.8%
SOFI vs HAS
+51.6%
-71.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.8% |
| 7D | -2.4% | +3.3% | -5.6% | -4.3% |
| 30D | +3.6% | +30.5% | -26.9% | -13.1% |
| 3M | -9.7% | +29.9% | -39.5% | -24.3% |
| 6M | +3.9% | +26.5% | -22.6% | -12.7% |
| YTD | -37.5% | +51.9% | -89.4% | -54.7% |
| 1Y | -46.4% | +60.9% | -107.3% | -62.8% |
| 3Y | +135.9% | +215.0% | -79.1% | -7.8% |
| 5Y | -19.8% | +51.5% | -71.3% | -38.6% |
| All | -19.8% | +51.6% | -71.4% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 5y: compounded portfolio wealth divided by compounded HAS 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…
5y analysis · Full analysis span regression · 6 months rolling