+8.7%
JHX vs UPST
+7.9%
+0.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | +1.5% | -3.5% | +5.1% | +1.8% |
| 30D | +7.2% | -7.1% | +14.3% | +7.7% |
| 3M | +29.9% | -13.1% | +43.0% | +31.1% |
| 6M | +35.4% | -1.1% | +36.5% | +35.1% |
| YTD | +46.5% | -35.9% | +82.3% | +49.7% |
| 1Y | +55.5% | -57.4% | +112.9% | +62.7% |
| 3Y | -0.4% | -14.9% | +14.4% | -4.3% |
| 5Y | -23.3% | -88.7% | +65.3% | -27.3% |
| All | +8.7% | +7.9% | +0.9% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling