+75.6%
HST vs UPRO
+29.4%
+46.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.2% |
| 7D | +3.3% | -2.6% | +5.9% | +3.9% |
| 30D | +16.4% | -4.3% | +20.7% | +17.4% |
| 3M | +5.5% | -4.3% | +9.8% | +6.3% |
| 6M | +31.1% | +14.7% | +16.4% | +25.3% |
| YTD | +55.9% | +28.0% | +27.9% | +43.1% |
| 1Y | +75.6% | +29.8% | +45.8% | +60.7% |
| All | +75.6% | +29.4% | +46.2% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling