-7.0%
JOBY vs HST
+87.2%
-94.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.9% |
| 3M | -38.5% | +13.1% | -51.6% | -44.5% |
| 6M | -54.1% | +23.9% | -78.0% | -62.7% |
| YTD | -61.5% | +52.3% | -113.8% | -74.1% |
| 1Y | -65.7% | +56.7% | -122.3% | -77.6% |
| 3Y | -7.0% | +87.5% | -94.5% | -57.5% |
| All | -7.0% | +87.2% | -94.1% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling