+276.9%
HL vs UPRO
+233.9%
+43.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -3.2% |
| 7D | -5.6% | -3.8% | -1.8% | -4.2% |
| 30D | -16.2% | -8.9% | -7.3% | -12.2% |
| 3M | -20.5% | -7.4% | -13.0% | -17.4% |
| 6M | -31.7% | +1.6% | -33.2% | -31.6% |
| YTD | -26.4% | +23.2% | -49.5% | -32.4% |
| 1Y | -4.3% | +21.2% | -25.6% | -11.5% |
| All | +276.9% | +233.9% | +43.0% | +47.7% |
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