+247.9%
SOXX vs HPE
+394.3%
-146.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.6% | -4.7% |
| 7D | +1.4% | +19.4% | -18.0% | -8.4% |
| 30D | -3.6% | +5.6% | -9.2% | -7.3% |
| 3M | -10.2% | +33.1% | -43.2% | -24.2% |
| 6M | +54.2% | +192.5% | -138.2% | -18.1% |
| YTD | +75.2% | +160.9% | -85.7% | -1.6% |
| 1Y | +107.5% | +155.0% | -47.5% | +17.2% |
| 3Y | +226.8% | +289.4% | -62.6% | +33.7% |
| All | +247.9% | +394.3% | -146.4% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling