+13,342.5%
UPRO vs HBM
+335.8%
+13,006.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.1% | -6.4% | +6.4% | +2.8% |
| 30D | -0.9% | +5.9% | -6.8% | -3.8% |
| 3M | +1.9% | -8.9% | +10.8% | +4.2% |
| 6M | +33.1% | +10.7% | +22.4% | +23.7% |
| YTD | +31.8% | +38.3% | -6.5% | +9.0% |
| 1Y | +48.3% | +121.3% | -73.1% | -1.0% |
| 3Y | +221.5% | +450.6% | -229.1% | +38.1% |
| 5Y | +136.7% | +338.0% | -201.2% | +5.4% |
| 10Y | +1,179.2% | +578.6% | +600.6% | +267.7% |
| All | +13,342.5% | +335.8% | +13,006.7% | +3,939.6% |
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