+1,186.4%
UPRO vs HALO
+979.6%
+206.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.5% | -2.7% | +0.2% | -1.3% |
| 30D | -4.2% | +5.3% | -9.5% | -6.7% |
| 3M | +8.1% | +51.6% | -43.5% | -12.7% |
| 6M | +35.2% | +61.3% | -26.0% | +5.6% |
| YTD | +28.4% | +59.3% | -30.8% | +0.1% |
| 1Y | +39.3% | +38.3% | +1.0% | +15.6% |
| 3Y | +219.9% | +185.9% | +34.0% | +68.1% |
| 5Y | +142.8% | +159.9% | -17.1% | +30.9% |
| All | +1,186.4% | +979.6% | +206.9% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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