+308.1%
HUBS vs UPRO
+1,258.3%
-950.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.4% |
| 7D | -9.0% | -2.5% | -6.5% | -7.8% |
| 30D | +7.2% | -4.2% | +11.5% | +9.8% |
| 3M | +20.9% | +8.1% | +12.8% | +15.2% |
| 6M | -13.0% | +35.2% | -48.3% | -27.6% |
| YTD | -43.8% | +28.4% | -72.3% | -52.2% |
| 1Y | -54.6% | +39.3% | -93.9% | -63.2% |
| 3Y | -58.5% | +219.9% | -278.3% | -79.7% |
| 5Y | -66.4% | +142.8% | -209.2% | -81.8% |
| All | +308.1% | +1,258.3% | -950.2% | -38.8% |
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