+13,342.5%
UPRO vs FHN
+226.2%
+13,116.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.9% |
| 30D | -0.9% | -4.7% | +3.8% | +2.9% |
| 3M | +1.9% | +3.5% | -1.6% | -1.5% |
| 6M | +33.1% | +7.8% | +25.3% | +24.6% |
| YTD | +31.8% | +5.9% | +25.9% | +24.6% |
| 1Y | +48.3% | +12.5% | +35.8% | +32.0% |
| 3Y | +221.5% | +117.2% | +104.3% | +64.0% |
| 5Y | +136.7% | +86.5% | +50.2% | +9.5% |
| 10Y | +1,179.2% | +125.7% | +1,053.4% | +351.8% |
| All | +13,342.5% | +226.2% | +13,116.3% | +3,244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling