+41.1%
SOFI vs HCA
+170.2%
-129.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -7.0% | +2.9% | -10.0% | -7.9% |
| 30D | -4.3% | +2.4% | -6.7% | -5.1% |
| 3M | +8.4% | +13.0% | -4.6% | +3.9% |
| 6M | -5.9% | -21.4% | +15.5% | +0.9% |
| YTD | -34.3% | -9.5% | -24.8% | -33.2% |
| 1Y | -32.6% | +7.5% | -40.1% | -35.7% |
| 3Y | +101.3% | +57.6% | +43.7% | +59.0% |
| 5Y | +12.6% | +71.1% | -58.6% | -19.1% |
| All | +41.1% | +170.2% | -129.1% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling