+1,125.0%
UPRO vs HBM
+274.8%
+850.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | -3.8% | -1.3% | -2.5% | -3.0% |
| 30D | -8.9% | -14.8% | +6.0% | -2.0% |
| 3M | -7.4% | -20.7% | +13.2% | +1.7% |
| 6M | +1.6% | -13.9% | +15.5% | +5.3% |
| YTD | +23.2% | +10.6% | +12.5% | +10.7% |
| 1Y | +21.2% | +32.4% | -11.1% | +0.1% |
| 3Y | +230.8% | +432.0% | -201.2% | +36.0% |
| 5Y | +106.7% | +205.5% | -98.8% | +2.3% |
| 10Y | +1,125.0% | +291.1% | +833.9% | +286.5% |
| All | +1,125.0% | +274.8% | +850.2% | +286.5% |
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