+42.0%
SOFI vs HL
+213.0%
-171.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.3% |
| 7D | -2.9% | +0.4% | -3.2% | -3.0% |
| 30D | -4.4% | +18.8% | -23.2% | -8.7% |
| 3M | +5.2% | +43.7% | -38.5% | -4.6% |
| 6M | -7.8% | -1.0% | -6.7% | -9.1% |
| YTD | -33.8% | +8.7% | -42.5% | -37.7% |
| 1Y | -33.3% | +105.0% | -138.3% | -48.2% |
| 3Y | +102.7% | +427.3% | -324.6% | +12.6% |
| 5Y | +10.5% | +249.3% | -238.8% | -36.0% |
| All | +42.0% | +213.0% | -171.0% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling