+56.9%
HAS vs UPRO
+1,170.7%
-1,113.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +2.3% | -0.9% | +3.2% | +2.5% |
| 3M | +10.4% | +1.9% | +8.4% | +8.9% |
| 6M | -3.2% | +33.1% | -36.3% | -12.9% |
| YTD | +15.4% | +31.8% | -16.4% | +3.9% |
| 1Y | +18.8% | +48.3% | -29.5% | +2.6% |
| 3Y | +43.9% | +221.5% | -177.5% | -7.9% |
| 5Y | +13.9% | +136.7% | -122.9% | -25.6% |
| All | +56.9% | +1,170.7% | -1,113.8% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling