-99.8%
SOXS vs HPE
+157.9%
-257.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +12.4% | -18.0% | +9.9% |
| 7D | -4.7% | +19.4% | -24.2% | +21.0% |
| 30D | +7.7% | +5.6% | +2.1% | +17.3% |
| 3M | -10.2% | +33.1% | -43.2% | +52.3% |
| 6M | -99.2% | +192.5% | -291.7% | -94.8% |
| YTD | -99.5% | +160.9% | -260.4% | -97.3% |
| 1Y | -99.8% | +155.0% | -254.7% | -98.6% |
| All | -99.8% | +157.9% | -257.6% | -98.6% |
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