+9.0%
HCA vs JEPI
+10.9%
-1.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.7% | +8.1% |
| 7D | +10.2% | +1.5% | +8.8% | +8.3% |
| 30D | +17.4% | +3.6% | +13.9% | +12.7% |
| 3M | +27.7% | +2.3% | +25.4% | +24.3% |
| 6M | +20.0% | +5.6% | +14.4% | +13.2% |
| YTD | +10.0% | +7.5% | +2.5% | +1.5% |
| 1Y | +9.0% | +10.6% | -1.6% | -1.8% |
| All | +9.0% | +10.9% | -1.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 1y: compounded portfolio wealth divided by compounded JEPI 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…
1y analysis · Full analysis span regression · 6 months rolling