-35.8%
JOBY vs THC
+746.8%
-782.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -3.4% | -0.7% | -2.8% | -3.3% |
| 30D | -13.6% | +1.3% | -14.9% | -14.2% |
| 3M | -39.5% | +64.2% | -103.7% | -50.3% |
| 6M | -31.9% | +8.3% | -40.1% | -35.0% |
| YTD | -48.9% | +33.4% | -82.3% | -55.4% |
| 1Y | -48.5% | +37.7% | -86.2% | -55.7% |
| 3Y | -8.0% | +236.8% | -244.8% | -47.6% |
| 5Y | -33.7% | +249.3% | -282.9% | -64.1% |
| All | -35.8% | +746.8% | -782.6% | -67.7% |
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