+110.6%
SOFI vs HST
+68.6%
+42.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +5.6% | +2.0% | +3.6% | +3.9% |
| 30D | -2.0% | -5.2% | +3.2% | +2.6% |
| 3M | +9.2% | -6.2% | +15.4% | +14.1% |
| 6M | -4.7% | +20.4% | -25.1% | -22.1% |
| YTD | -31.2% | +30.6% | -61.8% | -48.2% |
| 1Y | -30.6% | +37.4% | -68.0% | -51.0% |
| 3Y | +110.6% | +66.1% | +44.5% | +16.5% |
| All | +110.6% | +68.6% | +42.0% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling