+123.2%
HPQ vs JOBY
-41.4%
+164.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.3% | +7.1% | +8.3% |
| 7D | +9.8% | -5.2% | +15.0% | +10.3% |
| 30D | +22.4% | -19.7% | +42.1% | +25.2% |
| 3M | +45.2% | -31.7% | +76.9% | +50.4% |
| 6M | +96.4% | -37.5% | +134.0% | +104.4% |
| YTD | +65.4% | -51.6% | +117.0% | +75.8% |
| 1Y | +31.6% | -53.3% | +84.9% | +39.4% |
| 3Y | +37.0% | -12.2% | +49.3% | +27.2% |
| 5Y | +53.0% | -31.3% | +84.3% | +33.5% |
| All | +123.2% | -41.4% | +164.6% | +94.7% |
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 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