+49.3%
SOFI vs HD
+39.3%
+10.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.3% |
| 7D | +0.9% | -2.1% | +2.9% | +2.6% |
| 30D | -0.2% | -8.4% | +8.3% | +7.0% |
| 3M | +6.2% | +4.3% | +1.9% | +2.0% |
| 6M | -2.6% | -11.1% | +8.6% | +6.4% |
| YTD | -30.4% | -4.7% | -25.7% | -29.1% |
| 1Y | -28.2% | -19.8% | -8.4% | -15.5% |
| 3Y | +107.3% | +4.1% | +103.2% | +93.1% |
| 5Y | +20.2% | +10.3% | +9.9% | +6.1% |
| All | +49.3% | +39.3% | +10.1% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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