+654.0%
HL vs UPRO
+14,289.1%
-13,635.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +25.1% | -0.9% | +25.9% | +25.6% |
| 3M | +22.9% | +1.9% | +21.0% | +22.6% |
| 6M | -4.9% | +33.1% | -38.0% | -14.5% |
| YTD | +7.8% | +31.8% | -24.0% | -2.5% |
| 1Y | +133.9% | +48.3% | +85.6% | +102.0% |
| 3Y | +380.9% | +221.5% | +159.4% | +190.4% |
| 5Y | +230.2% | +136.7% | +93.5% | +105.4% |
| 10Y | +265.6% | +1,179.2% | -913.6% | -10.2% |
| All | +654.0% | +14,289.1% | -13,635.1% | -69.8% |
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