+101.3%
HIMS vs UPRO
+410.2%
-308.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.8% |
| 7D | -18.0% | +9.7% | -27.7% | -21.0% |
| 30D | -33.6% | -9.8% | -23.8% | -31.0% |
| 3M | -34.2% | -9.1% | -25.1% | -31.7% |
| 6M | -21.2% | +0.9% | -22.1% | -21.1% |
| YTD | -39.2% | +21.9% | -61.1% | -42.9% |
| 1Y | -49.4% | +19.8% | -69.2% | -52.1% |
| 3Y | +189.7% | +227.4% | -37.7% | +109.2% |
| 5Y | +166.6% | +100.1% | +66.5% | +100.7% |
| All | +101.3% | +410.2% | -308.8% | +42.4% |
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 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