+42.0%
SOFI vs HRB
+247.7%
-205.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.5% |
| 7D | -2.9% | -10.6% | +7.8% | -0.8% |
| 30D | -4.4% | -0.8% | -3.5% | -4.6% |
| 3M | +5.2% | +19.1% | -13.8% | +0.4% |
| 6M | -7.8% | +48.7% | -56.5% | -17.2% |
| YTD | -33.8% | +7.1% | -40.9% | -35.6% |
| 1Y | -33.3% | -8.3% | -24.9% | -33.0% |
| 3Y | +102.7% | +25.8% | +76.8% | +80.3% |
| 5Y | +10.5% | +111.1% | -100.6% | -7.4% |
| All | +42.0% | +247.7% | -205.7% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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