-0.5%
JHX vs UPST
-24.8%
+24.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.7% |
| 7D | -0.2% | -10.6% | +10.5% | +0.6% |
| 30D | +13.1% | -14.0% | +27.1% | +14.3% |
| 3M | -10.0% | -36.8% | +26.8% | -7.1% |
| 6M | +38.9% | -27.5% | +66.5% | +42.0% |
| YTD | +34.0% | -55.3% | +89.2% | +40.5% |
| 1Y | +66.0% | -47.5% | +113.5% | +72.1% |
| 3Y | -6.2% | -10.4% | +4.2% | -9.0% |
| 5Y | -31.6% | -92.6% | +61.0% | -33.5% |
| All | -0.5% | -24.8% | +24.2% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling