+4.8%
HUM vs UPRO
+128.3%
-123.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -1.4% | -6.0% | +4.6% | -0.6% |
| 30D | +7.5% | -5.8% | +13.3% | +8.4% |
| 3M | +10.2% | +10.8% | -0.6% | +8.4% |
| 6M | +132.5% | +31.6% | +100.9% | +122.5% |
| YTD | +57.6% | +25.4% | +32.2% | +51.5% |
| 1Y | +48.6% | +39.2% | +9.3% | +40.6% |
| 3Y | -11.2% | +218.5% | -229.7% | -26.8% |
| 5Y | +4.8% | +137.1% | -132.3% | -13.7% |
| All | +4.8% | +128.3% | -123.5% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling