+224.4%
UPRO vs HUBB
+57.0%
+167.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | +7.4% | +1.8% | +5.7% | +5.9% |
| 30D | -7.9% | -7.7% | -0.2% | -1.4% |
| 3M | -12.0% | -13.6% | +1.6% | -0.5% |
| 6M | -2.0% | -9.1% | +7.2% | +4.2% |
| YTD | +20.4% | -0.7% | +21.1% | +14.4% |
| 1Y | +24.5% | +1.1% | +23.4% | +16.2% |
| 3Y | +224.4% | +56.2% | +168.2% | +118.1% |
| All | +224.4% | +57.0% | +167.3% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling