-38.9%
JOBY vs HAS
+26.2%
-65.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.7% | -5.3% |
| 7D | -5.9% | -4.8% | -1.0% | -3.2% |
| 30D | -27.1% | -5.1% | -22.0% | -25.1% |
| 3M | -30.7% | +6.4% | -37.1% | -33.6% |
| 6M | -36.1% | -5.6% | -30.4% | -35.1% |
| YTD | -51.4% | +11.0% | -62.3% | -55.6% |
| 1Y | -52.2% | +16.8% | -68.9% | -57.9% |
| 3Y | -12.1% | +44.0% | -56.1% | -34.6% |
| 5Y | -31.1% | +11.0% | -42.1% | -44.6% |
| All | -38.9% | +26.2% | -65.0% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling