+1,232.5%
UPRO vs HBM
+625.8%
+606.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -1.3% | +5.5% | -6.8% | -3.7% |
| 30D | -5.0% | +3.3% | -8.3% | -7.0% |
| 3M | +7.5% | +12.7% | -5.2% | +0.2% |
| 6M | +33.2% | +28.2% | +5.0% | +15.5% |
| YTD | +27.7% | +45.3% | -17.6% | +2.1% |
| 1Y | +43.0% | +121.7% | -78.7% | -6.6% |
| 3Y | +224.4% | +523.5% | -299.1% | +25.1% |
| 5Y | +135.9% | +393.9% | -258.0% | -5.4% |
| 10Y | +1,232.5% | +647.9% | +584.6% | +229.4% |
| All | +1,232.5% | +625.8% | +606.7% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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