-39.1%
JOBY vs HUBB
+205.2%
-244.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.8% |
| 3M | -31.7% | -1.6% | -30.1% | -31.3% |
| 6M | -37.5% | -3.1% | -34.4% | -37.5% |
| YTD | -51.6% | +4.6% | -56.2% | -54.2% |
| 1Y | -53.3% | +3.3% | -56.6% | -55.3% |
| 3Y | -12.2% | +46.6% | -58.8% | -32.4% |
| 5Y | -31.3% | +158.7% | -190.0% | -62.3% |
| All | -39.1% | +205.2% | -244.4% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling