-11.1%
CHYM vs UPRO
+78.7%
-89.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.8% |
| 7D | -2.3% | -2.5% | +0.3% | -0.3% |
| 30D | +4.4% | -4.2% | +8.7% | +7.9% |
| 3M | +91.3% | +8.1% | +83.3% | +78.1% |
| 6M | +44.0% | +35.2% | +8.7% | +10.5% |
| YTD | +31.1% | +28.4% | +2.7% | +5.0% |
| 1Y | +37.8% | +39.3% | -1.4% | +3.2% |
| All | -11.1% | +78.7% | -89.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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