+136.1%
SOXL vs HPE
+188.0%
-52.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | -4.4% |
| 7D | +18.4% | +13.6% | +4.7% | -1.5% |
| 30D | -3.2% | +7.7% | -10.9% | -13.0% |
| 3M | -37.6% | +22.4% | -60.0% | -50.8% |
| 6M | +136.1% | +172.6% | -36.5% | -18.4% |
| All | +136.1% | +188.0% | -52.0% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling