+26.4%
SOFI vs HWM
+687.4%
-661.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.7% |
| 7D | -4.9% | +7.3% | -12.2% | -9.0% |
| 30D | +8.4% | +1.6% | +6.9% | +6.3% |
| 3M | -16.3% | -21.9% | +5.5% | -4.2% |
| 6M | +0.7% | -19.0% | +19.8% | +12.3% |
| YTD | -41.1% | +7.9% | -49.0% | -47.2% |
| 1Y | -45.7% | +9.9% | -55.6% | -51.8% |
| 3Y | +119.0% | +342.1% | -223.1% | -25.3% |
| 5Y | -32.2% | +600.8% | -633.0% | -82.7% |
| All | +26.4% | +687.4% | -661.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling