-24.4%
JHX vs UPST
-90.4%
+66.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.9% | -2.8% |
| 7D | +1.6% | -8.1% | +9.7% | +2.4% |
| 30D | -5.0% | -14.3% | +9.3% | -3.7% |
| 3M | +24.5% | -16.6% | +41.1% | +26.5% |
| 6M | +34.9% | -7.3% | +42.2% | +35.3% |
| YTD | +39.3% | -40.8% | +80.1% | +44.6% |
| 1Y | +48.6% | -62.4% | +111.0% | +59.6% |
| 3Y | -2.0% | -15.3% | +13.3% | -7.8% |
| 5Y | -24.4% | -91.1% | +66.7% | -26.7% |
| All | -24.4% | -90.4% | +66.0% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling