-100.0%
SOXS vs HPE
+631.3%
-731.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | +5.6% |
| 7D | -16.6% | +13.6% | -30.2% | +0.2% |
| 30D | -4.4% | +7.7% | -12.1% | +8.5% |
| 3M | -26.2% | +22.4% | -48.6% | +18.2% |
| 6M | -99.3% | +172.6% | -271.9% | -93.9% |
| YTD | -99.5% | +147.5% | -247.0% | -96.6% |
| 1Y | -99.8% | +151.8% | -251.6% | -98.2% |
| 3Y | -100.0% | +267.1% | -367.0% | -99.5% |
| 5Y | -100.0% | +362.8% | -462.8% | -99.8% |
| 10Y | -100.0% | +540.2% | -640.2% | -100.0% |
| All | -100.0% | +631.3% | -731.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling