+741.5%
HWM vs UPRO
+137.3%
+604.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -11.0% | -0.9% | -10.1% | -10.8% |
| 3M | +4.0% | +1.9% | +2.1% | +2.5% |
| 6M | -0.2% | +33.1% | -33.3% | -11.5% |
| YTD | +26.7% | +31.8% | -5.1% | +12.3% |
| 1Y | +44.7% | +48.3% | -3.6% | +22.2% |
| 3Y | +426.1% | +221.5% | +204.6% | +219.9% |
| All | +741.5% | +137.3% | +604.2% | +434.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling