+4,921.3%
SOXL vs HPE
+581.3%
+4,339.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.4% | -7.2% | -13.2% |
| 7D | +3.9% | +19.4% | -15.5% | -22.3% |
| 30D | -14.3% | +5.6% | -19.9% | -23.5% |
| 3M | -45.6% | +33.1% | -78.7% | -64.1% |
| 6M | +117.2% | +192.5% | -75.3% | -56.9% |
| YTD | +189.8% | +160.9% | +28.9% | -33.6% |
| 1Y | +317.7% | +155.0% | +162.8% | +1.1% |
| 3Y | +478.6% | +289.4% | +189.2% | -16.8% |
| 5Y | +169.5% | +395.7% | -226.2% | -65.7% |
| All | +4,921.3% | +581.3% | +4,339.9% | +473.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling