-39.1%
JOBY vs FHN
+156.9%
-196.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -5.2% | -1.2% | -4.0% | -4.7% |
| 30D | -19.7% | -4.8% | -14.9% | -17.9% |
| 3M | -31.7% | -0.7% | -31.0% | -31.9% |
| 6M | -37.5% | +10.6% | -48.2% | -40.8% |
| YTD | -51.6% | +4.6% | -56.2% | -52.9% |
| 1Y | -53.3% | +11.4% | -64.7% | -55.9% |
| 3Y | -12.2% | +132.3% | -144.5% | -36.9% |
| 5Y | -31.3% | +90.2% | -121.4% | -49.6% |
| All | -39.1% | +156.9% | -196.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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