+42.0%
SOFI vs HDB
-30.5%
+72.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.2% | -3.2% |
| 7D | -4.9% | +0.7% | -5.6% | -5.4% |
| 30D | -3.5% | +1.0% | -4.5% | -4.3% |
| 3M | +3.9% | -2.0% | +5.9% | +3.9% |
| 6M | -6.5% | -18.1% | +11.6% | +3.3% |
| YTD | -33.8% | -36.1% | +2.3% | -15.8% |
| 1Y | -33.3% | -34.0% | +0.8% | -17.1% |
| 3Y | +94.6% | -26.7% | +121.3% | +121.2% |
| 5Y | +13.3% | -33.9% | +47.2% | +35.8% |
| All | +42.0% | -30.5% | +72.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling