-51.6%
JOBY vs HAS
+70.9%
-122.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.5% |
| 7D | -14.3% | +1.4% | -15.7% | -14.9% |
| 30D | +10.2% | +26.3% | -16.1% | -3.3% |
| 3M | -38.5% | +25.6% | -64.1% | -46.0% |
| 6M | -54.1% | +30.3% | -84.3% | -61.0% |
| YTD | -61.5% | +50.4% | -111.9% | -70.4% |
| 1Y | -65.7% | +57.7% | -123.4% | -74.4% |
| 3Y | -7.0% | +213.4% | -220.3% | -55.6% |
| 5Y | -44.2% | +49.1% | -93.3% | -62.2% |
| All | -51.6% | +70.9% | -122.5% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling