-31.6%
JOBY vs HTZ
-90.1%
+58.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +2.6% |
| 7D | +2.2% | -2.5% | +4.7% | +2.7% |
| 30D | -20.8% | -3.7% | -17.1% | -21.7% |
| 3M | -29.5% | -57.0% | +27.5% | -19.6% |
| 6M | -28.4% | -47.0% | +18.6% | -23.5% |
| YTD | -48.2% | -57.5% | +9.3% | -41.9% |
| 1Y | -49.1% | -63.5% | +14.4% | -42.7% |
| 3Y | -6.3% | -86.3% | +80.0% | +22.6% |
| 5Y | -27.2% | -86.8% | +59.5% | -1.3% |
| All | -31.6% | -90.1% | +58.5% | -7.8% |
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