-12.2%
JOBY vs HUBB
+46.2%
-58.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | -0.1% |
| 7D | -5.2% | -0.1% | -5.1% | -5.1% |
| 30D | -19.7% | -10.0% | -9.8% | -13.0% |
| 3M | -31.7% | -1.6% | -30.1% | -31.4% |
| 6M | -37.5% | -3.1% | -34.4% | -38.0% |
| YTD | -51.6% | +4.6% | -56.2% | -55.1% |
| 1Y | -53.3% | +3.3% | -56.6% | -56.1% |
| 3Y | -12.2% | +46.6% | -58.8% | -33.0% |
| All | -12.2% | +46.2% | -58.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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