+32.7%
HD vs JOBY
-41.4%
+74.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -3.8% | -5.2% | +1.4% | -3.5% |
| 30D | -9.4% | -19.7% | +10.3% | -8.1% |
| 3M | -4.6% | -31.7% | +27.1% | -2.4% |
| 6M | -10.1% | -37.5% | +27.4% | -7.9% |
| YTD | -8.3% | -51.6% | +43.3% | -4.8% |
| 1Y | -25.0% | -53.3% | +28.3% | -22.5% |
| 3Y | +1.5% | -12.2% | +13.8% | -4.7% |
| 5Y | +5.6% | -31.3% | +36.9% | -5.5% |
| All | +32.7% | -41.4% | +74.1% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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