+141.2%
UPRO vs HALO
+158.6%
-17.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.5% |
| 30D | -4.2% | +5.3% | -9.5% | -6.3% |
| 3M | +8.1% | +51.6% | -43.5% | -10.2% |
| 6M | +35.2% | +61.3% | -26.0% | +9.1% |
| YTD | +28.4% | +59.3% | -30.8% | +3.4% |
| 1Y | +39.3% | +38.3% | +1.0% | +18.7% |
| 3Y | +219.9% | +185.9% | +34.0% | +74.8% |
| All | +141.2% | +158.6% | -17.4% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling