+135.9%
UPRO vs HIG
+117.6%
+18.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.1% |
| 7D | -1.3% | -0.5% | -0.8% | -0.8% |
| 30D | -5.0% | -2.8% | -2.2% | -2.4% |
| 3M | +7.5% | +6.3% | +1.1% | -1.5% |
| 6M | +33.2% | -0.1% | +33.3% | +29.5% |
| YTD | +27.7% | +0.4% | +27.3% | +22.5% |
| 1Y | +43.0% | +6.2% | +36.8% | +26.5% |
| 3Y | +224.4% | +101.6% | +122.8% | +17.9% |
| 5Y | +135.9% | +119.8% | +16.0% | -25.7% |
| All | +135.9% | +117.6% | +18.3% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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