+29.8%
UPRO vs ALHC
-51.4%
+81.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.1% | -5.3% | +4.3% |
| 7D | -2.6% | -0.5% | -2.1% | -2.7% |
| 30D | -4.3% | -4.2% | -0.1% | -4.3% |
| 3M | -4.3% | -39.8% | +35.5% | -3.1% |
| 6M | +14.7% | -57.7% | +72.5% | +19.1% |
| YTD | +28.0% | -58.8% | +86.8% | +27.1% |
| 1Y | +29.8% | -52.4% | +82.2% | +18.1% |
| All | +29.8% | -51.4% | +81.3% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling