+136.0%
UPRO vs FHN
+88.9%
+47.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | +1.5% | +2.7% | -1.2% | +0.1% |
| 30D | -3.7% | -3.1% | -0.6% | -2.2% |
| 3M | +8.0% | +2.3% | +5.6% | +6.4% |
| 6M | +38.7% | +9.7% | +28.9% | +32.0% |
| YTD | +29.5% | +4.7% | +24.8% | +26.1% |
| 1Y | +46.1% | +13.8% | +32.3% | +35.7% |
| 3Y | +229.1% | +131.6% | +97.5% | +134.0% |
| 5Y | +136.0% | +91.1% | +44.9% | +60.2% |
| All | +136.0% | +88.9% | +47.1% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling