+12,333.2%
UPRO vs HIG
+1,557.2%
+10,776.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | +9.7% | -0.1% | +9.8% | +9.7% |
| 30D | -9.8% | +4.4% | -14.1% | -13.8% |
| 3M | -9.1% | 0.0% | -9.2% | -10.2% |
| 6M | +0.9% | +3.8% | -2.9% | -5.8% |
| YTD | +21.9% | +0.7% | +21.2% | +16.4% |
| 1Y | +19.8% | +5.0% | +14.8% | +9.2% |
| 3Y | +227.4% | +95.3% | +132.0% | +62.1% |
| 5Y | +100.1% | +110.8% | -10.7% | -2.8% |
| 10Y | +1,112.3% | +261.9% | +850.4% | +257.8% |
| All | +12,333.2% | +1,557.2% | +10,776.0% | +1,317.1% |
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