-40.8%
SOFI vs HCA
+11.2%
-52.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | +3.9% |
| 7D | +1.4% | +10.2% | -8.8% | +1.7% |
| 30D | +9.2% | +17.4% | -8.3% | +9.8% |
| 3M | -7.1% | +27.7% | -34.7% | -6.1% |
| 6M | +7.3% | +20.0% | -12.7% | +9.5% |
| YTD | -33.6% | +10.0% | -43.6% | -33.3% |
| 1Y | -40.8% | +9.0% | -49.8% | -40.7% |
| All | -40.8% | +11.2% | -52.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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