-39.9%
JOBY vs HST
+116.2%
-156.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.1% |
| 7D | -8.2% | +0.7% | -8.8% | -8.6% |
| 30D | -25.1% | -0.7% | -24.4% | -24.8% |
| 3M | -28.8% | -4.0% | -24.8% | -27.7% |
| 6M | -36.1% | +20.7% | -56.8% | -45.9% |
| YTD | -52.2% | +31.0% | -83.2% | -62.2% |
| 1Y | -52.4% | +36.2% | -88.6% | -63.8% |
| 3Y | -13.6% | +66.6% | -80.2% | -43.5% |
| 5Y | -32.2% | +75.8% | -107.9% | -55.5% |
| All | -39.9% | +116.2% | -156.1% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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