-45.7%
SOFI vs HST
+53.2%
-98.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -4.9% | +3.6% | -8.4% | -6.5% |
| 30D | +8.4% | +11.2% | -2.8% | +4.3% |
| 3M | -16.3% | +13.1% | -29.4% | -20.1% |
| 6M | +0.7% | +23.9% | -23.2% | -9.4% |
| YTD | -41.1% | +52.3% | -93.4% | -50.4% |
| 1Y | -45.7% | +56.7% | -102.4% | -54.7% |
| All | -45.7% | +53.2% | -98.9% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling