-91.5%
HTZ vs UPRO
+176.8%
-268.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | +47.4% | -0.9% | +48.3% | +47.7% |
| 3M | -54.9% | +1.9% | -56.8% | -55.8% |
| 6M | -47.0% | +33.1% | -80.1% | -54.1% |
| YTD | -55.3% | +31.8% | -87.0% | -61.1% |
| 1Y | -57.6% | +48.3% | -105.9% | -65.5% |
| 3Y | -86.6% | +221.5% | -308.1% | -93.0% |
| 5Y | -86.1% | +136.7% | -222.9% | -91.8% |
| All | -91.5% | +176.8% | -268.2% | -95.4% |
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