+217.0%
HUT vs UPRO
+496.2%
-279.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.3% | +3.6% |
| 7D | +3.7% | -0.9% | +4.5% | +2.8% |
| 30D | -32.3% | -11.4% | -20.9% | -26.7% |
| 3M | -35.6% | -10.9% | -24.7% | -30.4% |
| 6M | -42.1% | -0.5% | -41.5% | -41.7% |
| YTD | +24.1% | +19.9% | +4.2% | +14.0% |
| 1Y | +27.9% | +24.2% | +3.7% | +15.9% |
| 3Y | +409.1% | +236.9% | +172.2% | +168.1% |
| 5Y | -25.9% | +96.6% | -122.5% | -47.0% |
| All | +217.0% | +496.2% | -279.2% | +53.0% |
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