-100.0%
SOXS vs HPQ
+259.7%
-359.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.4% | -14.0% | +6.4% |
| 7D | -4.7% | +9.8% | -14.5% | +8.7% |
| 30D | +7.7% | +22.4% | -14.6% | +42.6% |
| 3M | -10.2% | +45.2% | -55.3% | +46.3% |
| 6M | -99.2% | +96.4% | -195.6% | -99.8% |
| YTD | -99.5% | +65.4% | -164.9% | -99.9% |
| 1Y | -99.8% | +31.6% | -131.3% | -100.0% |
| 3Y | -100.0% | +37.0% | -137.0% | -100.0% |
| 5Y | -100.0% | +53.0% | -153.0% | -100.0% |
| All | -100.0% | +259.7% | -359.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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