+10.5%
SOFI vs HWM
+658.8%
-648.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.2% | -4.1% |
| 7D | -2.9% | -8.0% | +5.2% | +2.2% |
| 30D | -4.4% | -18.0% | +13.6% | +8.3% |
| 3M | +5.2% | -9.5% | +14.7% | +10.9% |
| 6M | -7.8% | -8.4% | +0.6% | -4.8% |
| YTD | -33.8% | +13.6% | -47.4% | -42.7% |
| 1Y | -33.3% | +30.2% | -63.5% | -47.6% |
| 3Y | +102.7% | +392.2% | -289.5% | -44.3% |
| 5Y | +10.5% | +645.2% | -634.7% | -78.1% |
| All | +10.5% | +658.8% | -648.4% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling