+197.7%
UPRO vs ALHC
-61.5%
+259.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | -8.7% | +1.0% | -9.7% | -8.7% |
| 30D | -16.9% | -14.2% | -2.7% | -15.0% |
| 3M | -15.3% | -45.1% | +29.9% | -7.8% |
| 6M | -5.7% | -59.5% | +53.8% | +5.3% |
| YTD | +12.1% | -62.8% | +74.9% | +26.0% |
| 1Y | +16.4% | -55.5% | +71.9% | +26.3% |
| 3Y | +210.5% | +25.7% | +184.8% | +145.5% |
| 5Y | +82.4% | -66.8% | +149.2% | +67.7% |
| All | +197.7% | -61.5% | +259.2% | +156.2% |
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