+1,387.4%
HWM vs UPRO
+1,067.5%
+320.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +3.3% | -8.7% | +12.0% | +6.9% |
| 30D | -7.6% | -16.9% | +9.3% | -0.5% |
| 3M | -28.9% | -15.3% | -13.7% | -24.3% |
| 6M | -19.7% | -5.7% | -14.0% | -18.9% |
| YTD | +0.5% | +12.1% | -11.5% | -6.5% |
| 1Y | +0.3% | +16.4% | -16.2% | -8.5% |
| 3Y | +325.8% | +210.5% | +115.3% | +141.2% |
| 5Y | +524.7% | +82.4% | +442.4% | +303.8% |
| 10Y | +1,491.8% | +1,144.5% | +347.2% | +224.7% |
| All | +1,387.4% | +1,067.5% | +320.0% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling