+104.2%
HAS vs UPRO
+1,130.0%
-1,025.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +0.6% |
| 7D | +2.0% | -3.8% | +5.8% | +2.9% |
| 30D | +30.9% | -8.9% | +39.8% | +34.1% |
| 3M | +28.8% | -7.4% | +36.2% | +31.0% |
| 6M | +32.3% | +1.6% | +30.8% | +29.6% |
| YTD | +54.7% | +23.2% | +31.5% | +41.3% |
| 1Y | +63.2% | +21.2% | +42.0% | +49.6% |
| 3Y | +220.7% | +230.8% | -10.1% | +102.2% |
| 5Y | +53.3% | +106.7% | -53.3% | +4.1% |
| 10Y | +104.2% | +1,125.0% | -1,020.8% | -38.8% |
| All | +104.2% | +1,130.0% | -1,025.8% | -38.8% |
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