+94.6%
SOFI vs HCA
+59.6%
+35.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.5% |
| 7D | -4.9% | +5.4% | -10.4% | -5.5% |
| 30D | -3.5% | +3.0% | -6.4% | -3.8% |
| 3M | +3.9% | +13.0% | -9.1% | +2.2% |
| 6M | -6.5% | -20.3% | +13.7% | -2.9% |
| YTD | -33.8% | -8.2% | -25.6% | -33.2% |
| 1Y | -33.3% | +6.7% | -40.0% | -34.6% |
| 3Y | +94.6% | +60.4% | +34.2% | +47.7% |
| All | +94.6% | +59.6% | +35.0% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling