+489.7%
HPE vs UPRO
+1,226.0%
-736.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.4% | -5.5% |
| 7D | +1.4% | -6.0% | +7.4% | +4.0% |
| 30D | +1.5% | -5.8% | +7.3% | +4.1% |
| 3M | +21.7% | +10.8% | +10.9% | +16.7% |
| 6M | +164.2% | +31.6% | +132.6% | +136.1% |
| YTD | +132.1% | +25.4% | +106.7% | +111.5% |
| 1Y | +130.6% | +39.2% | +91.4% | +101.5% |
| 3Y | +244.1% | +218.5% | +25.6% | +111.7% |
| 5Y | +340.8% | +137.1% | +203.8% | +176.9% |
| All | +489.7% | +1,226.0% | -736.3% | +51.6% |
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 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