+55.5%
JHX vs UPST
-56.5%
+112.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | +1.5% | -3.5% | +5.1% | +2.3% |
| 30D | +7.2% | -7.1% | +14.3% | +8.7% |
| 3M | +29.9% | -13.1% | +43.0% | +33.1% |
| 6M | +35.4% | -1.1% | +36.5% | +34.5% |
| YTD | +46.5% | -35.9% | +82.3% | +54.1% |
| 1Y | +55.5% | -57.4% | +112.9% | +63.9% |
| All | +55.5% | -56.5% | +112.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling