+26.4%
SOFI vs HD
+51.3%
-24.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -4.9% | +1.5% | -6.4% | -5.9% |
| 30D | +8.4% | +18.0% | -9.6% | -5.2% |
| 3M | -16.3% | +2.8% | -19.1% | -18.5% |
| 6M | +0.7% | +17.0% | -16.3% | -12.3% |
| YTD | -41.1% | +3.5% | -44.6% | -44.1% |
| 1Y | -45.7% | -2.6% | -43.1% | -46.0% |
| 3Y | +119.0% | +30.7% | +88.3% | +67.9% |
| 5Y | -32.2% | +6.2% | -38.5% | -44.1% |
| All | +26.4% | +51.3% | -24.9% | +12.4% |
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