+1,154.0%
JHX vs UPRO
+13,844.7%
-12,690.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.6% |
| 7D | +1.6% | -1.3% | +2.9% | +2.2% |
| 30D | -5.0% | -5.0% | 0.0% | -3.0% |
| 3M | +24.5% | +7.5% | +17.0% | +20.7% |
| 6M | +34.9% | +33.2% | +1.7% | +20.0% |
| YTD | +39.3% | +27.7% | +11.6% | +25.9% |
| 1Y | +48.6% | +43.0% | +5.5% | +27.4% |
| 3Y | -2.0% | +224.4% | -226.5% | -42.8% |
| 5Y | -24.4% | +135.9% | -160.3% | -53.9% |
| 10Y | +109.4% | +1,232.5% | -1,123.1% | -48.2% |
| All | +1,154.0% | +13,844.7% | -12,690.7% | -4.9% |
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