+42.0%
SOFI vs HST
+91.8%
-49.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.3% |
| 7D | -4.9% | +0.9% | -5.8% | -5.5% |
| 30D | -3.5% | -2.5% | -1.0% | -1.6% |
| 3M | +3.9% | -5.1% | +9.0% | +7.1% |
| 6M | -6.5% | +21.6% | -28.1% | -20.8% |
| YTD | -33.8% | +31.6% | -65.5% | -47.4% |
| 1Y | -33.3% | +36.1% | -69.4% | -48.8% |
| 3Y | +94.6% | +66.5% | +28.1% | +30.7% |
| 5Y | +13.3% | +76.6% | -63.3% | -23.7% |
| All | +42.0% | +91.8% | -49.9% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling