+15.4%
SOFI vs HL
+235.2%
-219.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -4.9% | -4.4% | -0.6% | -3.8% |
| 30D | -3.5% | +9.3% | -12.8% | -6.1% |
| 3M | +3.9% | +32.0% | -28.1% | -4.6% |
| 6M | -6.5% | -6.4% | -0.1% | -6.5% |
| YTD | -33.8% | +3.1% | -37.0% | -37.4% |
| 1Y | -33.3% | +77.6% | -110.8% | -47.9% |
| 3Y | +94.6% | +392.8% | -298.2% | -2.0% |
| All | +15.4% | +235.2% | -219.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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