-32.6%
SOFI vs HWM
+26.9%
-59.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | -7.0% | -12.5% | +5.5% | -1.6% |
| 30D | -4.3% | -19.0% | +14.7% | +5.1% |
| 3M | +8.4% | -8.6% | +17.0% | +11.4% |
| 6M | -5.9% | -10.2% | +4.3% | -3.1% |
| YTD | -34.3% | +11.3% | -45.6% | -46.1% |
| 1Y | -32.6% | +24.3% | -56.8% | -49.8% |
| All | -32.6% | +26.9% | -59.4% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling