+40.0%
HLT vs JEPI
+7.1%
+33.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | +2.7% |
| 7D | +3.6% | -2.7% | +6.2% | +7.4% |
| 30D | +14.6% | -0.3% | +14.8% | +14.6% |
| 3M | +13.9% | -1.3% | +15.3% | +15.9% |
| 6M | +18.3% | +2.5% | +15.8% | +13.4% |
| YTD | +28.9% | +4.0% | +24.9% | +19.8% |
| 1Y | +40.0% | +6.8% | +33.2% | +23.4% |
| All | +40.0% | +7.1% | +33.0% | +23.4% |
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