+1,573.3%
HWM vs UPRO
+1,249.4%
+323.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.7% | -9.0% | -10.0% |
| 7D | -9.2% | +1.5% | -10.6% | -9.7% |
| 30D | -17.9% | -3.7% | -14.1% | -16.5% |
| 3M | -6.0% | +8.0% | -14.0% | -9.6% |
| 6M | -7.4% | +38.7% | -46.0% | -20.4% |
| YTD | +13.1% | +29.5% | -16.4% | -0.4% |
| 1Y | +29.3% | +46.1% | -16.8% | +7.6% |
| 3Y | +389.9% | +229.1% | +160.8% | +171.4% |
| 5Y | +655.5% | +136.0% | +519.5% | +336.8% |
| All | +1,573.3% | +1,249.4% | +323.9% | +226.3% |
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 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