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Preheat oven to 375F / 190C.
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Cut the sweet potato, squash and shallot in half lengthwise. Brush the cut sides with oil.
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Put the vegetables, cut sides down in a shallow roasting pan with the garlic cloves.
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Roast in the preheated oven for about 40 minutes until tender and light brown.
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When cool, scoop the flesh from the potatoe and squash halves and put in a pan with the shallots. Remove the garlic peel and add the soft insides to the other vegetables.
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Add the broth and a pinch of salt.
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Bring to just a boil, then reduce the heat and simmer, partially covered, stirring occasionally, until vegetables are very tender (about 30 minutes.).
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Let the soup cool slightly, then transfer to a blender and puree until smooth (working in batches if necessary).
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Return the soup to the pan and stir in the cream.
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Season to taste and simmer for 5-10 minutes until completely heated through.