+1,524.1%
HWM vs UPRO
+1,093.1%
+431.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +3.4% | -8.7% | +12.1% | +7.0% |
| 30D | -7.5% | -16.9% | +9.4% | -0.4% |
| 3M | -28.9% | -15.3% | -13.6% | -24.2% |
| 6M | -19.6% | -5.7% | -13.9% | -18.8% |
| YTD | +0.6% | +12.1% | -11.5% | -6.4% |
| 1Y | +0.3% | +16.4% | -16.1% | -8.4% |
| 3Y | +326.1% | +210.5% | +115.6% | +141.1% |
| 5Y | +525.2% | +82.4% | +442.8% | +303.7% |
| All | +1,524.1% | +1,093.1% | +431.1% | +200.7% |
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