-31.0%
JOBY vs HWM
+639.6%
-670.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.4% |
| 7D | -5.9% | -8.0% | +2.2% | -1.5% |
| 30D | -27.1% | -18.0% | -9.1% | -18.2% |
| 3M | -30.7% | -9.5% | -21.2% | -27.1% |
| 6M | -36.1% | -8.4% | -27.7% | -34.0% |
| YTD | -51.4% | +13.6% | -65.0% | -56.7% |
| 1Y | -52.2% | +30.2% | -82.4% | -60.9% |
| 3Y | -12.1% | +392.2% | -404.3% | -73.5% |
| All | -31.0% | +639.6% | -670.6% | -85.0% |
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