-39.1%
JOBY vs HWM
+1,060.9%
-1,100.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +0.8% |
| 7D | -5.2% | -11.4% | +6.2% | +1.4% |
| 30D | -19.7% | -18.5% | -1.3% | -10.1% |
| 3M | -31.7% | -13.2% | -18.5% | -26.5% |
| 6M | -37.5% | -8.7% | -28.9% | -35.5% |
| YTD | -51.6% | +12.2% | -63.8% | -56.2% |
| 1Y | -53.3% | +24.9% | -78.2% | -60.3% |
| 3Y | -12.2% | +383.9% | -396.1% | -69.7% |
| 5Y | -31.3% | +646.1% | -677.4% | -81.8% |
| All | -39.1% | +1,060.9% | -1,100.0% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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