+388.5%
HPE vs UPRO
+1,102.3%
-713.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.3% |
| 7D | +13.6% | +9.7% | +3.9% | +9.3% |
| 30D | -27.1% | -9.8% | -17.3% | -23.7% |
| 3M | -14.5% | -9.1% | -5.4% | -10.6% |
| 6M | +66.9% | +0.9% | +66.0% | +67.8% |
| YTD | +111.3% | +21.9% | +89.4% | +95.9% |
| 1Y | +117.5% | +19.8% | +97.7% | +102.8% |
| 3Y | +238.1% | +227.4% | +10.7% | +107.9% |
| 5Y | +292.4% | +100.1% | +192.3% | +166.4% |
| All | +388.5% | +1,102.3% | -713.8% | +33.4% |
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