+218.4%
UPRO vs ALHC
-61.8%
+280.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +7.9% | +7.1% |
| 7D | -0.9% | +3.9% | -4.7% | -1.4% |
| 30D | -11.4% | -3.6% | -7.8% | -10.9% |
| 3M | -10.9% | -49.4% | +38.5% | -1.7% |
| 6M | -0.5% | -59.5% | +58.9% | +11.0% |
| YTD | +19.9% | -63.2% | +83.1% | +34.9% |
| 1Y | +24.2% | -55.5% | +79.7% | +34.6% |
| 3Y | +236.9% | +23.0% | +213.9% | +167.8% |
| 5Y | +96.6% | -65.7% | +162.3% | +80.4% |
| All | +218.4% | -61.8% | +280.2% | +174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling