+647.0%
UPRO vs USHY
+49.7%
+597.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | +0.8% |
| 7D | -6.0% | -0.7% | -5.3% | -2.2% |
| 30D | -5.8% | -0.5% | -5.2% | -2.9% |
| 3M | +10.8% | +0.5% | +10.3% | +8.6% |
| 6M | +31.6% | +1.5% | +30.1% | +24.4% |
| YTD | +25.4% | +1.7% | +23.6% | +17.6% |
| 1Y | +39.2% | +3.5% | +35.7% | +20.1% |
| 3Y | +218.5% | +27.2% | +191.4% | +7.1% |
| 5Y | +137.1% | +21.0% | +116.1% | +24.0% |
| All | +647.0% | +49.7% | +597.4% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling