+33.4%
HD vs JOBY
-41.1%
+74.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | -0.6% |
| 7D | -1.8% | -5.9% | +4.1% | -1.4% |
| 30D | -10.8% | -27.1% | +16.3% | -9.0% |
| 3M | -2.7% | -30.7% | +28.1% | -0.5% |
| 6M | -10.3% | -36.1% | +25.8% | -8.2% |
| YTD | -7.8% | -51.4% | +43.5% | -4.3% |
| 1Y | -23.1% | -52.2% | +29.0% | -20.7% |
| 3Y | +2.0% | -12.1% | +14.1% | -4.3% |
| 5Y | +6.2% | -31.1% | +37.3% | -5.0% |
| All | +33.4% | -41.1% | +74.5% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling