+1,091.6%
UPRO vs FHN
+106.3%
+985.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.8% | +5.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.2% |
| 30D | -11.4% | +1.9% | -13.4% | -12.4% |
| 3M | -10.9% | -6.9% | -4.0% | -6.1% |
| 6M | -0.5% | -3.1% | +2.5% | +1.3% |
| YTD | +19.9% | +0.6% | +19.3% | +18.8% |
| 1Y | +24.2% | +12.4% | +11.8% | +13.5% |
| 3Y | +236.9% | +133.7% | +103.2% | +82.6% |
| 5Y | +96.6% | +61.4% | +35.2% | +17.1% |
| 10Y | +1,091.6% | +97.9% | +993.7% | +547.5% |
| All | +1,091.6% | +106.3% | +985.3% | +547.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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