+72.8%
HCA vs JEPI
+41.5%
+31.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.5% |
| 7D | +5.4% | -1.0% | +6.4% | +6.7% |
| 30D | +3.0% | -1.4% | +4.4% | +4.8% |
| 3M | +13.0% | +3.5% | +9.5% | +8.6% |
| 6M | -20.3% | +1.9% | -22.2% | -21.9% |
| YTD | -8.2% | +4.4% | -12.7% | -12.9% |
| 1Y | +6.7% | +7.2% | -0.5% | -2.0% |
| 3Y | +60.4% | +29.8% | +30.6% | +11.5% |
| All | +72.8% | +41.5% | +31.3% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling