Supporting cast, to be exact. He's not always depicted as a sidekick in the sense that he follows his order, and in stories themselves he's most often depicted as an adult who visits or hangs out with Batman... but he is considered part of Batman's supporting cast in any media he's in because he originated and is a part of Batman family... and because he's considered a supporting cast of the Batman universe, he will be affected by Batman no matter how far he goes.
Even the fabulously emancipated Harley Quinn is never gonna shake off Joker.