+189.2%
HAS vs UPRO
+210.8%
-21.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -0.2% | -8.7% | +8.5% | +2.2% |
| 30D | +31.0% | -16.9% | +47.9% | +37.8% |
| 3M | +30.7% | -15.3% | +45.9% | +36.3% |
| 6M | +23.9% | -5.7% | +29.6% | +24.1% |
| YTD | +48.3% | +12.1% | +36.2% | +39.5% |
| 1Y | +60.2% | +16.4% | +43.8% | +48.5% |
| 3Y | +189.2% | +210.5% | -21.3% | +65.6% |
| All | +189.2% | +210.8% | -21.6% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling