+217.2%
HPQ vs UPRO
+1,226.0%
-1,008.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.8% |
| 7D | +3.5% | -6.0% | +9.5% | +6.0% |
| 30D | +13.7% | -5.8% | +19.5% | +16.2% |
| 3M | +33.9% | +10.8% | +23.0% | +27.6% |
| 6M | +80.9% | +31.6% | +49.3% | +59.8% |
| YTD | +52.6% | +25.4% | +27.2% | +36.8% |
| 1Y | +21.2% | +39.2% | -18.0% | +3.9% |
| 3Y | +26.9% | +218.5% | -191.6% | -25.8% |
| 5Y | +41.1% | +137.1% | -95.9% | -14.5% |
| All | +217.2% | +1,226.0% | -1,008.8% | -18.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling