Is there an application like Connectify for OS X El Capitan?
It is not possible without additional (external, peripheral) hardware.


  Your Mac’s physical Wi-Fi interface can either be connected to a Wi-Fi network or host its own network. It can only do one of these things at a time. This means you can’t be both connected to a Wi-Fi network and sharing that Wi-Fi network’s connection over Wi-Fi. Yes, you may sometimes want to do this — for example, when you’re staying in a hotel or other location that only allows you to connect one device to its Wi-Fi network.


from http://www.howtogeek.com/214053/how-to-turn-your-mac-into-a-wi-fi-hotspot/