+261.2%
HL vs UPRO
+1,226.0%
-964.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.3% |
| 7D | -5.6% | -6.0% | +0.4% | -3.4% |
| 30D | +12.7% | -5.8% | +18.5% | +15.4% |
| 3M | +42.5% | +10.8% | +31.7% | +37.6% |
| 6M | -9.0% | +31.6% | -40.6% | -17.0% |
| YTD | +4.4% | +25.4% | -21.0% | -3.0% |
| 1Y | +82.7% | +39.2% | +43.4% | +63.6% |
| 3Y | +406.3% | +218.5% | +187.8% | +224.0% |
| 5Y | +238.2% | +137.1% | +101.1% | +121.2% |
| All | +261.2% | +1,226.0% | -964.8% | +10.5% |
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