+12,127.5%
UPRO vs HBM
+262.1%
+11,865.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.0% | -2.0% | +3.1% |
| 7D | -0.9% | +5.0% | -5.9% | -2.6% |
| 30D | -11.4% | -12.7% | +1.3% | -6.0% |
| 3M | -10.9% | -17.4% | +6.5% | -4.1% |
| 6M | -0.5% | -8.9% | +8.3% | +0.6% |
| YTD | +19.9% | +14.9% | +5.0% | +6.9% |
| 1Y | +24.2% | +41.4% | -17.2% | +1.1% |
| 3Y | +236.9% | +462.1% | -225.2% | +43.8% |
| 5Y | +96.6% | +224.0% | -127.4% | -0.2% |
| 10Y | +1,091.6% | +320.9% | +770.7% | +317.8% |
| All | +12,127.5% | +262.1% | +11,865.4% | +3,862.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling