+94.6%
SOFI vs HLT
+99.0%
-4.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -4.9% | -1.6% | -3.3% | -3.7% |
| 30D | -3.5% | -5.0% | +1.6% | +0.7% |
| 3M | +3.9% | -10.4% | +14.3% | +13.6% |
| 6M | -6.5% | +3.2% | -9.8% | -10.7% |
| YTD | -33.8% | +6.7% | -40.6% | -39.4% |
| 1Y | -33.3% | +10.3% | -43.6% | -41.5% |
| 3Y | +94.6% | +99.3% | -4.7% | -5.6% |
| All | +94.6% | +99.0% | -4.4% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 3y: compounded portfolio wealth divided by compounded HLT 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…
3y analysis · Full analysis span regression · 6 months rolling