-28.0%
JOBY vs JHX
-27.7%
-0.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.8% |
| 7D | -5.2% | -6.3% | +1.1% | -2.4% |
| 30D | -19.7% | -7.7% | -12.0% | -16.9% |
| 3M | -31.7% | +19.2% | -50.9% | -37.2% |
| 6M | -37.5% | +38.3% | -75.8% | -46.4% |
| YTD | -51.6% | +37.2% | -88.8% | -58.5% |
| 1Y | -53.3% | +42.3% | -95.6% | -61.0% |
| 3Y | -12.2% | -4.4% | -7.8% | -23.7% |
| All | -28.0% | -27.7% | -0.4% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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