+498.2%
HCA vs UPRO
+1,258.3%
-760.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.1% | +0.6% |
| 7D | +5.4% | -2.5% | +8.0% | +6.2% |
| 30D | +3.0% | -4.2% | +7.2% | +4.2% |
| 3M | +13.0% | +8.1% | +5.0% | +9.8% |
| 6M | -20.3% | +35.2% | -55.5% | -28.3% |
| YTD | -8.2% | +28.4% | -36.7% | -16.6% |
| 1Y | +6.7% | +39.3% | -32.6% | -6.0% |
| 3Y | +60.4% | +219.9% | -159.5% | -0.3% |
| 5Y | +73.4% | +142.8% | -69.4% | +9.1% |
| All | +498.2% | +1,258.3% | -760.1% | +83.2% |
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 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