-34.9%
JOBY vs JBHT
+125.1%
-159.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +2.2% | +7.1% | -4.9% | -1.3% |
| 30D | -20.8% | +2.3% | -23.2% | -21.9% |
| 3M | -29.5% | -4.5% | -25.0% | -28.6% |
| 6M | -28.4% | +29.2% | -57.6% | -38.7% |
| YTD | -48.2% | +42.2% | -90.4% | -57.9% |
| 1Y | -49.1% | +93.7% | -142.8% | -66.2% |
| 3Y | -6.3% | +53.2% | -59.5% | -29.3% |
| 5Y | -27.2% | +62.4% | -89.7% | -47.8% |
| All | -34.9% | +125.1% | -159.9% | -57.8% |
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