+215.0%
HAS vs UPRO
+228.3%
-13.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.1% |
| 7D | +3.3% | -2.9% | +6.1% | +3.8% |
| 30D | +30.5% | -12.4% | +43.0% | +35.1% |
| 3M | +29.9% | -11.9% | +41.7% | +33.9% |
| 6M | +26.5% | -1.7% | +28.2% | +25.2% |
| YTD | +51.9% | +18.5% | +33.4% | +40.5% |
| 1Y | +60.9% | +17.5% | +43.4% | +48.9% |
| 3Y | +215.0% | +218.4% | -3.4% | +72.2% |
| All | +215.0% | +228.3% | -13.4% | +72.2% |
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