-5.3%
JHX vs UPST
-19.3%
+13.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.2% |
| 7D | -4.9% | -12.0% | +7.1% | -3.6% |
| 30D | -9.3% | -16.0% | +6.7% | -7.7% |
| 3M | +28.1% | -17.2% | +45.2% | +30.5% |
| 6M | +35.2% | -10.9% | +46.1% | +36.3% |
| YTD | +35.9% | -42.6% | +78.5% | +41.5% |
| 1Y | +42.5% | -59.8% | +102.3% | +52.0% |
| All | -5.3% | -19.3% | +13.9% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling