+249.3%
HL vs UPRO
+133.2%
+116.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | +0.4% | -1.3% | +1.7% | +0.9% |
| 30D | +18.8% | -5.0% | +23.9% | +21.5% |
| 3M | +43.7% | +7.5% | +36.2% | +39.9% |
| 6M | -1.0% | +33.2% | -34.3% | -11.1% |
| YTD | +8.7% | +27.7% | -19.0% | -0.6% |
| 1Y | +105.0% | +43.0% | +62.0% | +79.7% |
| 3Y | +427.3% | +224.4% | +202.8% | +223.0% |
| 5Y | +249.3% | +135.9% | +113.4% | +105.1% |
| All | +249.3% | +133.2% | +116.1% | +105.1% |
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