+25.7%
HYG vs UPRO
+212.7%
-187.1%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.3% |
| 7D | -0.7% | -6.0% | +5.3% | -0.2% |
| 30D | -0.6% | -5.8% | +5.2% | -0.1% |
| 3M | +0.4% | +10.8% | -10.4% | -0.6% |
| 6M | +1.2% | +31.6% | -30.4% | -1.5% |
| YTD | +1.5% | +25.4% | -23.9% | -0.9% |
| 1Y | +3.2% | +39.2% | -36.1% | -0.3% |
| All | +25.7% | +212.7% | -187.1% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling