+67.5%
HST vs UPRO
+222.2%
-154.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -12.3% | -0.9% | -11.4% | -12.1% |
| 3M | -6.4% | +1.9% | -8.3% | -7.7% |
| 6M | +15.0% | +33.1% | -18.1% | +2.5% |
| YTD | +30.5% | +31.8% | -1.3% | +16.5% |
| 1Y | +35.7% | +48.3% | -12.6% | +15.1% |
| All | +67.5% | +222.2% | -154.7% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling