-35.8%
JOBY vs HST
+115.3%
-151.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -3.4% | -1.0% | -2.4% | -2.7% |
| 30D | -13.6% | -12.3% | -1.3% | -5.4% |
| 3M | -39.5% | -6.4% | -33.1% | -37.4% |
| 6M | -31.9% | +15.0% | -46.9% | -40.2% |
| YTD | -48.9% | +30.5% | -79.4% | -59.5% |
| 1Y | -48.5% | +35.7% | -84.2% | -60.8% |
| 3Y | -8.0% | +68.4% | -76.4% | -40.4% |
| 5Y | -33.7% | +73.1% | -106.8% | -56.2% |
| All | -35.8% | +115.3% | -151.2% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling