+132.3%
HON vs UPRO
+1,258.3%
-1,126.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | -3.5% | -2.5% | -0.9% | -2.7% |
| 30D | -13.8% | -4.2% | -9.5% | -12.7% |
| 3M | -11.7% | +8.1% | -19.7% | -14.2% |
| 6M | -18.7% | +35.2% | -54.0% | -26.8% |
| YTD | +0.2% | +28.4% | -28.2% | -8.5% |
| 1Y | -3.1% | +39.3% | -42.3% | -14.2% |
| 3Y | +17.0% | +219.9% | -202.9% | -25.1% |
| 5Y | +2.0% | +142.8% | -140.8% | -34.3% |
| All | +132.3% | +1,258.3% | -1,126.0% | -29.9% |
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