+210.5%
UPRO vs FHN
+114.0%
+96.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.1% |
| 7D | -8.7% | -1.0% | -7.7% | -7.7% |
| 30D | -16.9% | +0.2% | -17.1% | -16.9% |
| 3M | -15.3% | -9.0% | -6.3% | -8.8% |
| 6M | -5.7% | -6.8% | +1.1% | -0.9% |
| YTD | +12.1% | -1.5% | +13.6% | +12.3% |
| 1Y | +16.4% | +10.9% | +5.5% | +5.9% |
| 3Y | +210.5% | +119.4% | +91.2% | +97.8% |
| All | +210.5% | +114.0% | +96.5% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling