+100.1%
UPRO vs ALHC
-65.9%
+166.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.6% |
| 7D | +9.7% | -0.8% | +10.5% | +9.7% |
| 30D | -9.8% | -9.6% | -0.1% | -8.2% |
| 3M | -9.1% | -44.5% | +35.4% | -0.7% |
| 6M | +0.9% | -59.2% | +60.1% | +13.4% |
| YTD | +21.9% | -62.0% | +83.9% | +37.4% |
| 1Y | +19.8% | -54.8% | +74.6% | +30.0% |
| 3Y | +227.4% | +25.0% | +202.4% | +150.0% |
| 5Y | +100.1% | -65.3% | +165.4% | +114.5% |
| All | +100.1% | -65.9% | +166.0% | +114.5% |
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