-28.0%
JOBY vs HUM
+6.5%
-34.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.0% |
| 7D | -5.2% | +2.1% | -7.2% | -5.4% |
| 30D | -19.7% | +5.4% | -25.1% | -20.2% |
| 3M | -31.7% | +11.4% | -43.1% | -32.5% |
| 6M | -37.5% | +141.5% | -179.0% | -42.7% |
| YTD | -51.6% | +61.2% | -112.8% | -54.2% |
| 1Y | -53.3% | +49.2% | -102.4% | -55.7% |
| 3Y | -12.2% | -9.0% | -3.2% | -11.0% |
| All | -28.0% | +6.5% | -34.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 5y: compounded portfolio wealth divided by compounded HUM 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…
5y analysis · Full analysis span regression · 6 months rolling