+12,179.8%
UPRO vs HUBB
+1,875.1%
+10,304.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.9% |
| 7D | +7.4% | +1.8% | +5.7% | +5.2% |
| 30D | -7.9% | -7.7% | -0.2% | +1.6% |
| 3M | -12.0% | -13.6% | +1.6% | +5.0% |
| 6M | -2.0% | -9.1% | +7.2% | +6.2% |
| YTD | +20.4% | -0.7% | +21.1% | +12.0% |
| 1Y | +24.5% | +1.1% | +23.4% | +12.9% |
| 3Y | +224.4% | +56.2% | +168.2% | +52.6% |
| 5Y | +97.6% | +126.6% | -29.0% | -46.7% |
| 10Y | +1,097.3% | +384.6% | +712.8% | +23.4% |
| All | +12,179.8% | +1,875.1% | +10,304.7% | +103.8% |
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