-39.1%
JOBY vs HBM
+387.9%
-427.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -5.2% | -3.3% | -1.9% | -4.2% |
| 30D | -19.7% | -4.8% | -14.9% | -18.8% |
| 3M | -31.7% | -0.4% | -31.3% | -32.3% |
| 6M | -37.5% | +17.9% | -55.4% | -41.3% |
| YTD | -51.6% | +33.7% | -85.3% | -56.6% |
| 1Y | -53.3% | +95.6% | -148.9% | -63.0% |
| 3Y | -12.2% | +458.1% | -470.4% | -51.0% |
| 5Y | -31.3% | +329.0% | -360.3% | -59.7% |
| All | -39.1% | +387.9% | -427.0% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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