-51.6%
JOBY vs THC
+813.8%
-865.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -14.3% | +1.0% | -15.3% | -14.5% |
| 30D | +10.2% | +5.3% | +4.9% | +8.2% |
| 3M | -38.5% | +7.1% | -45.6% | -40.2% |
| 6M | -54.1% | +46.0% | -100.1% | -60.8% |
| YTD | -61.5% | +43.9% | -105.5% | -67.3% |
| 1Y | -65.7% | +45.4% | -111.1% | -71.0% |
| 3Y | -7.0% | +421.3% | -428.2% | -55.3% |
| 5Y | -44.2% | +261.5% | -305.6% | -70.4% |
| All | -51.6% | +813.8% | -865.5% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling