-27.2%
JHX vs UPRO
+137.8%
-165.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | 0.0% |
| 7D | -6.3% | -2.5% | -3.8% | -5.3% |
| 30D | -7.7% | -4.2% | -3.5% | -6.0% |
| 3M | +19.2% | +8.1% | +11.1% | +15.1% |
| 6M | +38.3% | +35.2% | +3.0% | +22.0% |
| YTD | +37.2% | +28.4% | +8.8% | +23.3% |
| 1Y | +42.3% | +39.3% | +3.0% | +23.0% |
| 3Y | -4.4% | +219.9% | -224.3% | -44.3% |
| All | -27.2% | +137.8% | -165.0% | -57.5% |
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