-44.0%
JOBY vs JBHT
+86.8%
-130.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +16.4% | +0.5% | +16.0% | +16.0% |
| 30D | +14.4% | -0.1% | +14.5% | +14.2% |
| 3M | -30.2% | -14.0% | -16.1% | -25.7% |
| 6M | -45.3% | -5.1% | -40.2% | -45.6% |
| YTD | -55.5% | +18.0% | -73.5% | -60.8% |
| 1Y | -64.0% | +36.5% | -100.6% | -70.7% |
| 3Y | +13.3% | +34.8% | -21.5% | -9.9% |
| 5Y | -36.7% | +21.4% | -58.1% | -48.9% |
| All | -44.0% | +86.8% | -130.8% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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