+13,342.5%
UPRO vs HIG
+1,574.9%
+11,767.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | -0.9% | -3.2% | +2.3% | +2.0% |
| 3M | +1.9% | +9.1% | -7.2% | -8.3% |
| 6M | +33.1% | -1.8% | +34.9% | +32.1% |
| YTD | +31.8% | +1.8% | +30.0% | +25.7% |
| 1Y | +48.3% | +4.6% | +43.7% | +36.5% |
| 3Y | +221.5% | +101.6% | +119.8% | +55.9% |
| 5Y | +136.7% | +124.5% | +12.3% | +9.2% |
| 10Y | +1,179.2% | +317.8% | +861.4% | +232.8% |
| All | +13,342.5% | +1,574.9% | +11,767.6% | +1,431.4% |
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