+47.4%
JHX vs UPST
-48.7%
+96.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | +5.9% |
| 7D | +13.3% | -3.1% | +16.4% | +13.8% |
| 30D | +17.1% | -4.0% | +21.1% | +17.8% |
| 3M | +4.1% | -22.9% | +27.0% | +10.0% |
| 6M | +48.5% | -27.1% | +75.6% | +57.9% |
| YTD | +42.3% | -46.5% | +88.8% | +56.3% |
| 1Y | +47.4% | -49.4% | +96.8% | +63.8% |
| All | +47.4% | -48.7% | +96.1% | +63.8% |
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