+139.2%
UPRO vs ALHC
-33.5%
+172.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -0.9% | -1.0% | +0.1% | -0.9% |
| 3M | +1.9% | -10.2% | +12.1% | +1.3% |
| 6M | +33.1% | -28.3% | +61.4% | +36.5% |
| YTD | +31.8% | -31.4% | +63.2% | +35.7% |
| 1Y | +48.3% | -16.9% | +65.2% | +46.7% |
| 3Y | +221.5% | +135.5% | +86.0% | +121.7% |
| All | +139.2% | -33.5% | +172.7% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling