-32.7%
SOFI vs HUT
-25.2%
-7.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.1% | +5.8% | +0.8% |
| 7D | -4.9% | +9.3% | -14.2% | -7.6% |
| 30D | +8.4% | -23.1% | +31.5% | +14.2% |
| 3M | -16.3% | -30.6% | +14.3% | -10.8% |
| 6M | +0.7% | -46.9% | +47.6% | +13.1% |
| YTD | -41.1% | +25.3% | -66.4% | -52.5% |
| 1Y | -45.7% | +59.8% | -105.5% | -60.6% |
| 3Y | +119.0% | +467.2% | -348.2% | -19.6% |
| All | -32.7% | -25.2% | -7.5% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 5y: compounded portfolio wealth divided by compounded HUT 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…
5y analysis · Full analysis span regression · 6 months rolling