-100.0%
SOXS vs HPE
+581.3%
-681.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +12.4% | -18.0% | +13.2% |
| 7D | -4.7% | +19.4% | -24.2% | +26.4% |
| 30D | +7.7% | +5.6% | +2.1% | +19.4% |
| 3M | -10.2% | +33.1% | -43.2% | +63.8% |
| 6M | -99.2% | +192.5% | -291.7% | -92.1% |
| YTD | -99.5% | +160.9% | -260.4% | -95.9% |
| 1Y | -99.8% | +155.0% | -254.7% | -97.8% |
| 3Y | -100.0% | +289.4% | -389.4% | -99.4% |
| 5Y | -100.0% | +395.7% | -495.7% | -99.7% |
| All | -100.0% | +581.3% | -681.3% | -100.0% |
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 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