+185.8%
HST vs JEPI
+100.7%
+85.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +3.6% | +2.7% | +0.9% | -0.5% |
| 30D | +11.2% | +2.5% | +8.7% | +7.3% |
| 3M | +13.1% | +1.9% | +11.1% | +10.0% |
| 6M | +23.9% | +7.7% | +16.2% | +10.9% |
| YTD | +52.3% | +8.2% | +44.1% | +35.6% |
| 1Y | +56.7% | +10.4% | +46.3% | +35.4% |
| 3Y | +87.5% | +36.5% | +51.0% | +19.5% |
| 5Y | +82.8% | +44.2% | +38.6% | +8.2% |
| All | +185.8% | +100.7% | +85.1% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling