+55.2%
HYG vs UPRO
+1,258.3%
-1,203.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.3% |
| 7D | -0.7% | -2.5% | +1.8% | -0.4% |
| 30D | -0.7% | -4.2% | +3.5% | -0.3% |
| 3M | -0.2% | +8.1% | -8.3% | -1.3% |
| 6M | +1.4% | +35.2% | -33.8% | -2.6% |
| YTD | +1.5% | +28.4% | -27.0% | -2.1% |
| 1Y | +2.9% | +39.3% | -36.4% | -1.9% |
| 3Y | +25.6% | +219.9% | -194.2% | +5.2% |
| 5Y | +18.6% | +142.8% | -124.3% | -1.2% |
| All | +55.2% | +1,258.3% | -1,203.1% | -6.4% |
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 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