-38.2%
JOBY vs HTZ
-92.6%
+54.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +28.5% | -16.4% | +44.9% | +31.8% |
| 30D | +13.6% | -15.1% | +28.7% | +15.8% |
| 3M | -28.5% | -28.2% | -0.3% | -26.0% |
| 6M | -43.1% | -73.1% | +29.9% | -29.4% |
| YTD | -53.2% | -68.3% | +15.1% | -45.1% |
| 1Y | -58.5% | -75.2% | +16.7% | -48.6% |
| 3Y | +16.6% | -81.1% | +97.7% | +30.4% |
| 5Y | -34.7% | -95.0% | +60.3% | -1.6% |
| All | -38.2% | -92.6% | +54.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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