+11,991.0%
UPRO vs HIG
+1,568.0%
+10,422.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -3.2% |
| 7D | -2.9% | +2.1% | -5.0% | -4.8% |
| 30D | -12.4% | +6.7% | -19.2% | -18.2% |
| 3M | -11.9% | -1.9% | -9.9% | -11.2% |
| 6M | -1.7% | +5.3% | -7.0% | -9.5% |
| YTD | +18.5% | +1.3% | +17.2% | +12.5% |
| 1Y | +17.5% | +7.2% | +10.3% | +5.1% |
| 3Y | +218.4% | +96.6% | +121.7% | +56.7% |
| 5Y | +99.1% | +110.0% | -10.9% | -3.0% |
| 10Y | +1,071.1% | +268.4% | +802.7% | +239.9% |
| All | +11,991.0% | +1,568.0% | +10,422.9% | +1,269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling