+357.4%
SOXL vs HPE
+122.1%
+235.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.5% | +14.4% | +15.5% |
| 7D | +5.3% | -0.6% | +5.9% | +4.9% |
| 30D | -11.2% | -2.3% | -8.9% | -9.5% |
| 3M | -55.4% | -2.9% | -52.5% | -51.3% |
| 6M | +107.1% | +143.6% | -36.4% | -21.2% |
| YTD | +179.0% | +118.5% | +60.5% | +21.5% |
| 1Y | +357.4% | +129.2% | +228.2% | +98.0% |
| All | +357.4% | +122.1% | +235.3% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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