+184.7%
HIMS vs UPRO
+434.6%
-249.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | -12.2% | -5.0% | -7.2% | -10.5% |
| 3M | -3.7% | +7.5% | -11.2% | -5.8% |
| 6M | +25.9% | +33.2% | -7.3% | +14.4% |
| YTD | -14.1% | +27.7% | -41.8% | -20.7% |
| 1Y | -41.6% | +43.0% | -84.7% | -48.0% |
| 3Y | +327.3% | +224.4% | +102.8% | +206.6% |
| 5Y | +207.9% | +135.9% | +72.1% | +125.8% |
| All | +184.7% | +434.6% | -249.9% | +97.8% |
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