-65.7%
JOBY vs HST
+53.2%
-118.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -14.3% | +3.6% | -17.9% | -15.1% |
| 30D | +10.2% | +11.2% | -1.0% | +6.1% |
| 3M | -38.5% | +13.1% | -51.6% | -41.1% |
| 6M | -54.1% | +23.9% | -78.0% | -59.7% |
| YTD | -61.5% | +52.3% | -113.8% | -67.9% |
| 1Y | -65.7% | +56.7% | -122.3% | -71.0% |
| All | -65.7% | +53.2% | -118.8% | -71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling