+1,856.9%
SOXX vs HPE
+585.6%
+1,271.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.5% | +0.3% |
| 7D | +3.0% | +1.4% | +1.6% | +1.9% |
| 30D | -3.1% | +1.5% | -4.7% | -4.6% |
| 3M | -4.4% | +21.7% | -26.1% | -14.0% |
| 6M | +52.9% | +164.2% | -111.3% | -7.9% |
| YTD | +72.0% | +132.1% | -60.0% | +9.6% |
| 1Y | +105.1% | +130.6% | -25.5% | +30.3% |
| 3Y | +220.6% | +244.1% | -23.5% | +60.4% |
| 5Y | +244.8% | +340.8% | -96.0% | +52.6% |
| 10Y | +1,537.1% | +500.2% | +1,037.0% | +508.6% |
| All | +1,856.9% | +585.6% | +1,271.3% | +563.7% |
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