-91.6%
HTZ vs UPRO
+168.8%
-260.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.9% | +4.3% | +6.9% |
| 7D | +18.9% | -2.6% | +21.5% | +20.4% |
| 30D | +26.3% | -4.3% | +30.6% | +29.0% |
| 3M | +49.7% | -4.3% | +54.0% | +52.6% |
| 6M | -61.1% | +14.7% | -75.8% | -63.8% |
| YTD | -56.0% | +28.0% | -84.0% | -61.2% |
| 1Y | -66.4% | +29.8% | -96.2% | -70.6% |
| 3Y | -75.8% | +256.9% | -332.7% | -88.0% |
| 5Y | -93.1% | +110.6% | -203.6% | -95.8% |
| All | -91.6% | +168.8% | -260.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling