+49.3%
SOFI vs HST
+90.2%
-40.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.8% |
| 7D | +0.9% | -1.0% | +1.9% | +1.7% |
| 30D | -0.2% | -12.3% | +12.1% | +9.7% |
| 3M | +6.2% | -6.4% | +12.6% | +10.6% |
| 6M | -2.6% | +15.0% | -17.6% | -13.9% |
| YTD | -30.4% | +30.5% | -60.9% | -44.3% |
| 1Y | -28.2% | +35.7% | -63.9% | -44.8% |
| 3Y | +107.3% | +68.4% | +38.9% | +38.2% |
| 5Y | +20.2% | +73.1% | -52.9% | -18.3% |
| All | +49.3% | +90.2% | -40.8% | +19.4% |
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