+170.3%
HIMS vs UPRO
+104.9%
+65.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.9% | +4.9% | +6.2% |
| 7D | -21.9% | -3.8% | -18.2% | -20.5% |
| 30D | -32.1% | -8.9% | -23.2% | -28.1% |
| 3M | -31.8% | -7.4% | -24.4% | -28.6% |
| 6M | -28.6% | +1.6% | -30.1% | -29.3% |
| YTD | -35.9% | +23.2% | -59.1% | -43.8% |
| 1Y | -47.6% | +21.2% | -68.9% | -53.6% |
| 3Y | +205.6% | +230.8% | -25.2% | +54.2% |
| 5Y | +170.3% | +106.7% | +63.6% | +72.4% |
| All | +170.3% | +104.9% | +65.3% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling