+615.4%
HPE vs JOBY
-41.1%
+656.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.1% | +11.3% | +6.0% |
| 7D | +13.6% | -5.9% | +19.5% | +14.5% |
| 30D | +7.7% | -27.1% | +34.8% | +12.3% |
| 3M | +22.4% | -30.7% | +53.1% | +28.0% |
| 6M | +172.6% | -36.1% | +208.7% | +186.8% |
| YTD | +147.5% | -51.4% | +198.9% | +167.8% |
| 1Y | +151.8% | -52.2% | +203.9% | +170.5% |
| 3Y | +267.1% | -12.1% | +279.1% | +246.2% |
| 5Y | +362.8% | -31.1% | +393.9% | +317.6% |
| All | +615.4% | -41.1% | +656.5% | +521.0% |
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