-39.9%
JOBY vs USHY
+28.9%
-68.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | +0.2% |
| 7D | -8.2% | -0.7% | -7.4% | -5.5% |
| 30D | -25.1% | -0.5% | -24.5% | -23.4% |
| 3M | -28.8% | +0.5% | -29.3% | -29.8% |
| 6M | -36.1% | +1.5% | -37.6% | -38.5% |
| YTD | -52.2% | +1.7% | -53.9% | -54.2% |
| 1Y | -52.4% | +3.5% | -56.0% | -56.9% |
| 3Y | -13.6% | +27.2% | -40.7% | -58.1% |
| 5Y | -32.2% | +21.0% | -53.1% | -54.2% |
| All | -39.9% | +28.9% | -68.8% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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