+12.6%
SOFI vs HDB
-38.6%
+51.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | -7.0% | -6.2% | -0.8% | -3.7% |
| 30D | -4.3% | -6.2% | +1.9% | -1.0% |
| 3M | +8.4% | -5.9% | +14.3% | +11.0% |
| 6M | -5.9% | -25.9% | +20.0% | +10.0% |
| YTD | -34.3% | -40.2% | +6.0% | -13.3% |
| 1Y | -32.6% | -38.0% | +5.4% | -13.4% |
| 3Y | +101.3% | -30.5% | +131.8% | +135.2% |
| 5Y | +12.6% | -38.1% | +50.7% | +41.7% |
| All | +12.6% | -38.6% | +51.2% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling