-58.5%
HUBS vs UPRO
+220.4%
-278.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.2% |
| 7D | -9.0% | -2.5% | -6.5% | -8.0% |
| 30D | +7.2% | -4.2% | +11.5% | +9.3% |
| 3M | +20.9% | +8.1% | +12.8% | +16.4% |
| 6M | -13.0% | +35.2% | -48.3% | -25.4% |
| YTD | -43.8% | +28.4% | -72.3% | -50.8% |
| 1Y | -54.6% | +39.3% | -93.9% | -62.0% |
| 3Y | -58.5% | +219.9% | -278.3% | -78.3% |
| All | -58.5% | +220.4% | -278.8% | -78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling