+101.9%
HAS vs UPRO
+1,163.1%
-1,061.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | -0.5% |
| 7D | +2.2% | -0.9% | +3.0% | +2.0% |
| 30D | +29.6% | -11.4% | +41.0% | +34.0% |
| 3M | +30.3% | -10.9% | +41.2% | +34.1% |
| 6M | +25.6% | -0.5% | +26.2% | +23.8% |
| YTD | +50.8% | +19.9% | +30.9% | +39.0% |
| 1Y | +63.0% | +24.2% | +38.8% | +48.2% |
| 3Y | +211.6% | +236.9% | -25.4% | +95.2% |
| 5Y | +50.4% | +96.6% | -46.2% | +3.7% |
| 10Y | +101.9% | +1,091.6% | -989.7% | -38.7% |
| All | +101.9% | +1,163.1% | -1,061.2% | -38.7% |
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