+26.4%
SOFI vs HST
+121.9%
-95.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -4.9% | +3.6% | -8.4% | -7.4% |
| 30D | +8.4% | +11.2% | -2.8% | +0.5% |
| 3M | -16.3% | +13.1% | -29.4% | -23.5% |
| 6M | +0.7% | +23.9% | -23.2% | -15.1% |
| YTD | -41.1% | +52.3% | -93.4% | -57.9% |
| 1Y | -45.7% | +56.7% | -102.4% | -62.2% |
| 3Y | +119.0% | +87.5% | +31.5% | +34.4% |
| 5Y | -32.2% | +82.8% | -115.0% | -57.8% |
| All | +26.4% | +121.9% | -95.5% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling