+453.2%
HUT vs UPRO
+544.3%
-91.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.1% | +7.5% |
| 7D | +28.3% | +1.5% | +26.8% | +27.0% |
| 30D | +12.3% | -3.7% | +16.0% | +14.9% |
| 3M | -16.8% | +8.0% | -24.8% | -21.4% |
| 6M | +111.4% | +38.7% | +72.7% | +73.5% |
| YTD | +116.6% | +29.5% | +87.0% | +88.3% |
| 1Y | +290.5% | +46.1% | +244.4% | +222.4% |
| 3Y | +792.3% | +229.1% | +563.2% | +372.0% |
| 5Y | +94.1% | +136.0% | -41.9% | +26.6% |
| All | +453.2% | +544.3% | -91.1% | +152.8% |
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