+1,155.3%
UPRO vs FHN
+126.5%
+1,028.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.9% |
| 7D | +1.5% | +2.7% | -1.2% | -0.4% |
| 30D | -3.7% | -3.1% | -0.6% | -1.6% |
| 3M | +8.0% | +2.3% | +5.6% | +5.7% |
| 6M | +38.7% | +9.7% | +28.9% | +29.3% |
| YTD | +29.5% | +4.7% | +24.8% | +24.5% |
| 1Y | +46.1% | +13.8% | +32.3% | +31.2% |
| 3Y | +229.1% | +131.6% | +97.5% | +78.6% |
| 5Y | +136.0% | +91.1% | +44.9% | +21.3% |
| 10Y | +1,155.3% | +126.6% | +1,028.6% | +436.2% |
| All | +1,155.3% | +126.5% | +1,028.8% | +436.2% |
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