-93.4%
HTZ vs UPRO
+133.4%
-226.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -13.2% | -7.6% | -14.5% |
| 7D | -7.7% | -14.4% | +6.7% | +0.2% |
| 30D | -13.1% | -18.2% | +5.1% | -3.6% |
| 3M | +14.7% | -16.4% | +31.2% | +25.9% |
| 6M | -70.6% | -2.6% | -68.0% | -70.2% |
| YTD | -65.2% | +11.1% | -76.3% | -66.8% |
| 1Y | -73.2% | +11.8% | -84.9% | -74.5% |
| 3Y | -80.8% | +209.9% | -290.7% | -89.7% |
| 5Y | -94.8% | +80.9% | -175.7% | -96.6% |
| All | -93.4% | +133.4% | -226.8% | -96.1% |
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