-4.8%
UPST vs JBHT
+111.3%
-116.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -4.2% |
| 7D | -3.5% | +4.9% | -8.4% | -7.8% |
| 30D | -7.1% | +0.6% | -7.7% | -8.1% |
| 3M | -13.1% | -3.2% | -9.9% | -11.8% |
| 6M | -1.1% | +17.0% | -18.0% | -17.1% |
| YTD | -35.9% | +41.7% | -77.5% | -55.6% |
| 1Y | -57.4% | +90.0% | -147.4% | -79.2% |
| 3Y | -14.9% | +47.0% | -61.8% | -44.7% |
| 5Y | -88.7% | +58.3% | -147.0% | -92.7% |
| All | -4.8% | +111.3% | -116.1% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling