-45.9%
JOBY vs HWM
+591.3%
-637.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.3% |
| 7D | -14.3% | +7.3% | -21.6% | -17.9% |
| 30D | +10.2% | +1.6% | +8.6% | +7.6% |
| 3M | -38.5% | -21.9% | -16.6% | -29.8% |
| 6M | -54.1% | -19.0% | -35.0% | -49.0% |
| YTD | -61.5% | +7.9% | -69.5% | -65.3% |
| 1Y | -65.7% | +9.9% | -75.6% | -69.3% |
| 3Y | -7.0% | +342.1% | -349.1% | -71.1% |
| All | -45.9% | +591.3% | -637.2% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling