-26.6%
JOBY vs HAS
+12.5%
-39.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.9% |
| 7D | +2.2% | -3.1% | +5.3% | +4.2% |
| 30D | -20.8% | -2.7% | -18.1% | -19.6% |
| 3M | -29.5% | +8.9% | -38.4% | -33.8% |
| 6M | -28.4% | -2.9% | -25.5% | -28.5% |
| YTD | -48.2% | +12.6% | -60.8% | -53.7% |
| 1Y | -49.1% | +17.5% | -66.5% | -56.1% |
| 3Y | -6.3% | +46.2% | -52.5% | -33.4% |
| All | -26.6% | +12.5% | -39.1% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling