-91.7%
UPST vs JBHT
+22.2%
-113.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.9% | -9.1% | -9.1% |
| 7D | -4.5% | +0.9% | -5.4% | -5.3% |
| 30D | -15.3% | -1.1% | -14.2% | -14.6% |
| 3M | -32.4% | -14.8% | -17.6% | -23.7% |
| 6M | -29.5% | -7.4% | -22.1% | -27.5% |
| YTD | -53.3% | +17.3% | -70.6% | -63.1% |
| 1Y | -47.4% | +35.3% | -82.7% | -64.1% |
| 3Y | -2.2% | +33.9% | -36.2% | -36.5% |
| All | -91.7% | +22.2% | -113.9% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling