+2,071.1%
HCA vs UPRO
+4,536.4%
-2,465.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +0.8% | +7.4% | -6.6% | -1.4% |
| 30D | +6.1% | -7.9% | +14.0% | +8.2% |
| 3M | +21.4% | -12.0% | +33.4% | +25.3% |
| 6M | +17.2% | -2.0% | +19.1% | +15.9% |
| YTD | +7.5% | +20.4% | -12.9% | -1.2% |
| 1Y | +6.2% | +24.5% | -18.3% | -3.7% |
| 3Y | +122.0% | +224.4% | -102.4% | +36.4% |
| 5Y | +112.2% | +97.6% | +14.6% | +42.0% |
| 10Y | +675.7% | +1,097.3% | -421.6% | +139.6% |
| All | +2,071.1% | +4,536.4% | -2,465.3% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling