-39.9%
JOBY vs HAS
+27.8%
-67.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -2.5% |
| 7D | -8.2% | -3.1% | -5.1% | -6.6% |
| 30D | -25.1% | -6.4% | -18.7% | -22.3% |
| 3M | -28.8% | +10.4% | -39.2% | -33.2% |
| 6M | -36.1% | -3.7% | -32.5% | -35.9% |
| YTD | -52.2% | +12.5% | -64.7% | -56.7% |
| 1Y | -52.4% | +19.8% | -72.3% | -58.7% |
| 3Y | -13.6% | +46.0% | -59.5% | -36.2% |
| 5Y | -32.2% | +12.5% | -44.6% | -45.8% |
| All | -39.9% | +27.8% | -67.7% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HAS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling