+256.5%
THC vs UPRO
+95.9%
+160.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.0% | +7.4% | -6.5% | -1.8% |
| 30D | +5.3% | -7.9% | +13.2% | +8.0% |
| 3M | +7.1% | -12.0% | +19.1% | +11.3% |
| 6M | +46.0% | -2.0% | +48.0% | +44.2% |
| YTD | +43.9% | +20.4% | +23.5% | +29.8% |
| 1Y | +45.4% | +24.5% | +20.9% | +29.3% |
| 3Y | +421.3% | +224.4% | +196.9% | +184.3% |
| All | +256.5% | +95.9% | +160.6% | +126.4% |
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 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