+292.0%
HL vs JOBY
-41.4%
+333.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -4.4% | -5.2% | +0.8% | -3.5% |
| 30D | +9.3% | -19.7% | +29.0% | +13.5% |
| 3M | +32.0% | -31.7% | +63.7% | +40.4% |
| 6M | -6.4% | -37.5% | +31.1% | +0.9% |
| YTD | +3.1% | -51.6% | +54.7% | +15.3% |
| 1Y | +77.6% | -53.3% | +130.9% | +97.2% |
| 3Y | +392.8% | -12.2% | +405.1% | +348.4% |
| 5Y | +234.1% | -31.3% | +265.4% | +192.3% |
| All | +292.0% | -41.4% | +333.4% | +333.7% |
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