+566.9%
HPE vs UPRO
+1,311.3%
-744.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -9.7% | -2.9% | -6.9% | -8.6% |
| 30D | -34.8% | -12.4% | -22.3% | -30.8% |
| 3M | -12.1% | -11.9% | -0.3% | -6.9% |
| 6M | +53.7% | -1.7% | +55.4% | +56.1% |
| YTD | +101.9% | +18.5% | +83.4% | +89.0% |
| 1Y | +104.3% | +17.5% | +86.8% | +91.7% |
| 3Y | +223.1% | +218.4% | +4.7% | +98.0% |
| 5Y | +249.2% | +99.1% | +150.1% | +134.5% |
| 10Y | +372.4% | +1,071.1% | -698.7% | +12.3% |
| All | +566.9% | +1,311.3% | -744.4% | +40.6% |
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