-24.9%
UPST vs JBHT
+69.0%
-93.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.7% | -2.2% |
| 7D | -10.9% | -1.4% | -9.5% | -9.7% |
| 30D | -7.2% | -3.1% | -4.1% | -4.8% |
| 3M | -26.7% | -19.5% | -7.1% | -13.1% |
| 6M | -29.0% | -9.6% | -19.4% | -25.4% |
| YTD | -49.4% | +13.3% | -62.7% | -58.0% |
| 1Y | -47.0% | +29.7% | -76.7% | -61.3% |
| 3Y | -27.0% | +28.3% | -55.3% | -48.6% |
| 5Y | -93.3% | +18.5% | -111.8% | -94.7% |
| All | -24.9% | +69.0% | -93.9% | -56.5% |
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