+2,216.9%
THC vs UPRO
+14,289.1%
-12,072.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +1.3% | -0.9% | +2.2% | +1.5% |
| 3M | +64.2% | +1.9% | +62.3% | +60.7% |
| 6M | +8.3% | +33.1% | -24.8% | -7.2% |
| YTD | +33.4% | +31.8% | +1.6% | +14.0% |
| 1Y | +37.7% | +48.3% | -10.6% | +10.5% |
| 3Y | +236.8% | +221.5% | +15.3% | +72.0% |
| 5Y | +249.3% | +136.7% | +112.5% | +87.0% |
| 10Y | +995.2% | +1,179.2% | -183.9% | +119.6% |
| All | +2,216.9% | +14,289.1% | -12,072.2% | +45.9% |
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