-38.9%
JOBY vs HBM
+430.2%
-469.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.9% |
| 7D | -5.9% | +5.5% | -11.4% | -7.6% |
| 30D | -27.1% | +3.3% | -30.4% | -28.2% |
| 3M | -30.7% | +12.7% | -43.4% | -34.0% |
| 6M | -36.1% | +28.2% | -64.3% | -41.6% |
| YTD | -51.4% | +45.3% | -96.7% | -57.6% |
| 1Y | -52.2% | +121.7% | -173.9% | -63.6% |
| 3Y | -12.1% | +523.5% | -535.6% | -52.5% |
| 5Y | -31.1% | +393.9% | -425.0% | -61.2% |
| All | -38.9% | +430.2% | -469.1% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling