-31.0%
JOBY vs THC
+261.8%
-292.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.9% | -10.0% | -7.5% |
| 7D | -5.9% | +4.1% | -9.9% | -7.3% |
| 30D | -27.1% | +3.5% | -30.6% | -28.3% |
| 3M | -30.7% | +61.7% | -92.5% | -43.6% |
| 6M | -36.1% | +11.8% | -47.9% | -40.0% |
| YTD | -51.4% | +35.4% | -86.8% | -58.2% |
| 1Y | -52.2% | +37.0% | -89.2% | -59.2% |
| 3Y | -12.1% | +260.1% | -272.1% | -54.5% |
| All | -31.0% | +261.8% | -292.7% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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