+28.1%
SOFI vs HST
+122.1%
-94.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.2% |
| 7D | -2.6% | +3.6% | -6.2% | -5.2% |
| 30D | +2.6% | +9.9% | -7.3% | -4.1% |
| 3M | -12.9% | +12.9% | -25.8% | -20.2% |
| 6M | -1.7% | +22.9% | -24.6% | -16.6% |
| YTD | -40.3% | +52.4% | -92.7% | -57.3% |
| 1Y | -51.5% | +52.5% | -104.0% | -65.4% |
| 3Y | +125.2% | +87.4% | +37.8% | +38.2% |
| 5Y | -31.3% | +82.9% | -114.3% | -57.2% |
| All | +28.1% | +122.1% | -94.0% | -8.6% |
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