+636.8%
HLT vs UPRO
+2,078.6%
-1,441.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -1.5% | -1.3% | -0.1% | -1.0% |
| 30D | -1.2% | -5.0% | +3.8% | +0.4% |
| 3M | -10.3% | +7.5% | -17.8% | -13.1% |
| 6M | +1.3% | +33.2% | -32.0% | -9.2% |
| YTD | +7.0% | +27.7% | -20.7% | -3.0% |
| 1Y | +11.9% | +43.0% | -31.2% | -3.1% |
| 3Y | +100.7% | +224.4% | -123.8% | +25.3% |
| 5Y | +147.5% | +135.9% | +11.7% | +60.1% |
| 10Y | +586.5% | +1,232.5% | -646.0% | +103.4% |
| All | +636.8% | +2,078.6% | -1,441.8% | +83.6% |
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