+177.3%
HYG vs UPRO
+13,589.9%
-13,412.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.2% |
| 7D | -0.7% | -6.0% | +5.3% | 0.0% |
| 30D | -0.6% | -5.8% | +5.2% | +0.1% |
| 3M | +0.4% | +10.8% | -10.4% | -1.1% |
| 6M | +1.2% | +31.6% | -30.4% | -2.7% |
| YTD | +1.5% | +25.4% | -23.9% | -2.0% |
| 1Y | +3.2% | +39.2% | -36.1% | -1.9% |
| 3Y | +25.9% | +218.5% | -192.6% | +4.9% |
| 5Y | +18.6% | +137.1% | -118.5% | -1.3% |
| 10Y | +55.8% | +1,208.2% | -1,152.4% | -5.9% |
| All | +177.3% | +13,589.9% | -13,412.6% | +7.7% |
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 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