+99.8%
HST vs UPRO
+1,152.9%
-1,053.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +2.0% | +1.5% | +0.5% | +1.4% |
| 30D | -5.2% | -3.7% | -1.5% | -4.0% |
| 3M | -6.2% | +8.0% | -14.2% | -9.5% |
| 6M | +20.4% | +38.7% | -18.2% | +5.2% |
| YTD | +30.6% | +29.5% | +1.1% | +16.7% |
| 1Y | +37.4% | +46.1% | -8.7% | +16.5% |
| 3Y | +66.1% | +229.1% | -163.0% | -1.1% |
| 5Y | +73.7% | +136.0% | -62.3% | +8.0% |
| 10Y | +99.8% | +1,155.3% | -1,055.5% | -42.4% |
| All | +99.8% | +1,152.9% | -1,053.1% | -42.4% |
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