+331.4%
HIMS vs UPRO
+230.2%
+101.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.0% |
| 7D | -0.9% | +1.5% | -2.4% | -2.2% |
| 30D | -10.8% | -3.7% | -7.1% | -8.3% |
| 3M | +3.7% | +8.0% | -4.3% | -1.9% |
| 6M | +79.0% | +38.7% | +40.3% | +41.2% |
| YTD | -13.2% | +29.5% | -42.8% | -28.6% |
| 1Y | -43.3% | +46.1% | -89.3% | -57.2% |
| 3Y | +331.4% | +229.1% | +102.3% | +112.0% |
| All | +331.4% | +230.2% | +101.2% | +112.0% |
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