-31.1%
JOBY vs HST
+75.9%
-107.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.0% |
| 7D | -5.9% | -0.3% | -5.5% | -5.6% |
| 30D | -27.1% | -2.8% | -24.3% | -25.5% |
| 3M | -30.7% | -6.5% | -24.3% | -28.0% |
| 6M | -36.1% | +20.7% | -56.8% | -46.9% |
| YTD | -51.4% | +30.5% | -81.8% | -62.5% |
| 1Y | -52.2% | +36.8% | -88.9% | -64.9% |
| 3Y | -12.1% | +65.9% | -77.9% | -45.8% |
| 5Y | -31.1% | +73.9% | -105.0% | -57.5% |
| All | -31.1% | +75.9% | -107.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling