+127.8%
HSY vs UPRO
+1,226.0%
-1,098.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.5% |
| 7D | -0.4% | -6.0% | +5.6% | +0.5% |
| 30D | -3.4% | -5.8% | +2.3% | -2.7% |
| 3M | -0.5% | +10.8% | -11.3% | -2.3% |
| 6M | -19.1% | +31.6% | -50.7% | -23.0% |
| YTD | -2.1% | +25.4% | -27.4% | -6.3% |
| 1Y | -3.2% | +39.2% | -42.5% | -9.2% |
| 3Y | -8.8% | +218.5% | -227.3% | -28.5% |
| 5Y | +13.0% | +137.1% | -124.1% | -11.8% |
| All | +127.8% | +1,226.0% | -1,098.2% | +13.6% |
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 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