+1,954.2%
HUT vs JOBY
-41.4%
+1,995.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +8.2% |
| 7D | +5.4% | -5.2% | +10.6% | +8.4% |
| 30D | +8.6% | -19.7% | +28.3% | +21.2% |
| 3M | -15.2% | -31.7% | +16.5% | +1.7% |
| 6M | +92.9% | -37.5% | +130.4% | +145.1% |
| YTD | +114.6% | -51.6% | +166.2% | +209.8% |
| 1Y | +208.5% | -53.3% | +261.8% | +346.8% |
| 3Y | +821.5% | -12.2% | +833.7% | +756.7% |
| 5Y | +101.8% | -31.3% | +133.1% | +68.9% |
| All | +1,954.2% | -41.4% | +1,995.5% | +2,115.0% |
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 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