+131.7%
HST vs UPRO
+1,081.0%
-949.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -2.7% | -8.7% | +6.0% | +0.4% |
| 30D | +10.7% | -16.9% | +27.6% | +18.0% |
| 3M | +6.3% | -15.3% | +21.5% | +12.2% |
| 6M | +19.0% | -5.7% | +24.7% | +19.7% |
| YTD | +47.0% | +12.1% | +35.0% | +37.8% |
| 1Y | +53.4% | +16.4% | +37.0% | +41.4% |
| 3Y | +78.0% | +210.5% | -132.5% | +7.9% |
| 5Y | +71.7% | +82.4% | -10.7% | +17.1% |
| All | +131.7% | +1,081.0% | -949.3% | -27.5% |
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