-24.5%
UPST vs JBHT
+73.5%
-98.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | -1.1% |
| 7D | +4.4% | +0.4% | +4.0% | +4.1% |
| 30D | -7.7% | -2.0% | -5.7% | -6.2% |
| 3M | -28.4% | -16.3% | -12.1% | -18.1% |
| 6M | -23.2% | -8.2% | -14.9% | -20.2% |
| YTD | -49.1% | +16.3% | -65.4% | -58.7% |
| 1Y | -42.4% | +32.2% | -74.6% | -58.7% |
| 3Y | +5.4% | +34.4% | -29.0% | -29.2% |
| 5Y | -92.9% | +20.3% | -113.3% | -94.4% |
| All | -24.5% | +73.5% | -98.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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