+1,516.8%
HWM vs UPRO
+1,130.0%
+386.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +0.6% |
| 7D | +5.0% | -3.8% | +8.7% | +6.4% |
| 30D | +1.5% | -8.9% | +10.4% | +5.1% |
| 3M | -20.3% | -7.4% | -12.9% | -18.2% |
| 6M | -18.0% | +1.6% | -19.6% | -19.8% |
| YTD | +9.5% | +23.2% | -13.7% | -2.2% |
| 1Y | +7.5% | +21.2% | -13.8% | -3.5% |
| 3Y | +355.7% | +230.8% | +124.8% | +151.1% |
| 5Y | +610.2% | +106.7% | +503.5% | +334.2% |
| 10Y | +1,516.8% | +1,125.0% | +391.7% | +172.7% |
| All | +1,516.8% | +1,130.0% | +386.7% | +172.7% |
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 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