+230.2%
HIMS vs UPRO
+136.1%
+94.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.8% |
| 7D | -0.9% | +1.5% | -2.4% | -2.0% |
| 30D | -10.8% | -3.7% | -7.1% | -8.7% |
| 3M | +3.7% | +8.0% | -4.3% | -0.9% |
| 6M | +79.0% | +38.7% | +40.3% | +47.0% |
| YTD | -13.2% | +29.5% | -42.8% | -26.1% |
| 1Y | -43.3% | +46.1% | -89.3% | -55.0% |
| 3Y | +331.4% | +229.1% | +102.3% | +116.8% |
| 5Y | +230.2% | +136.0% | +94.2% | +94.0% |
| All | +230.2% | +136.1% | +94.1% | +94.0% |
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 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