-51.6%
JOBY vs HST
+151.3%
-202.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -14.3% | +3.6% | -17.9% | -16.6% |
| 30D | +10.2% | +11.2% | -1.0% | +1.2% |
| 3M | -38.5% | +13.1% | -51.6% | -44.3% |
| 6M | -54.1% | +23.9% | -78.0% | -62.0% |
| YTD | -61.5% | +52.3% | -113.8% | -73.0% |
| 1Y | -65.7% | +56.7% | -122.3% | -76.6% |
| 3Y | -7.0% | +87.5% | -94.5% | -44.8% |
| 5Y | -44.2% | +82.8% | -127.0% | -65.9% |
| All | -51.6% | +151.3% | -202.9% | -72.1% |
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