+13,342.5%
UPRO vs HUBB
+1,982.4%
+11,360.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.4% |
| 7D | +0.1% | +0.5% | -0.5% | -0.6% |
| 30D | -0.9% | -10.0% | +9.1% | +12.9% |
| 3M | +1.9% | -4.8% | +6.7% | +5.5% |
| 6M | +33.1% | -5.6% | +38.7% | +35.5% |
| YTD | +31.8% | +4.7% | +27.1% | +15.5% |
| 1Y | +48.3% | +6.7% | +41.6% | +25.3% |
| 3Y | +221.5% | +45.8% | +175.7% | +67.0% |
| 5Y | +136.7% | +145.9% | -9.2% | -42.4% |
| 10Y | +1,179.2% | +418.6% | +760.6% | +21.8% |
| All | +13,342.5% | +1,982.4% | +11,360.1% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling