+131.1%
SOFI vs HST
+89.2%
+41.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -6.4% | -1.3% | -5.1% | -5.3% |
| 30D | +6.8% | +13.4% | -6.5% | -3.7% |
| 3M | -9.5% | +16.7% | -26.2% | -20.5% |
| 6M | +0.1% | +24.0% | -23.9% | -18.4% |
| YTD | -37.9% | +54.0% | -91.8% | -59.1% |
| 1Y | -47.4% | +55.0% | -102.5% | -65.8% |
| All | +131.1% | +89.2% | +41.9% | +18.2% |
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