+87.7%
HST vs JEPI
+36.9%
+50.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.6% |
| 7D | +3.6% | +2.9% | +0.7% | -0.8% |
| 30D | +9.9% | +2.6% | +7.3% | +5.9% |
| 3M | +12.9% | +2.2% | +10.7% | +9.4% |
| 6M | +22.9% | +7.6% | +15.3% | +9.9% |
| YTD | +52.4% | +8.3% | +44.1% | +35.1% |
| 1Y | +52.5% | +9.7% | +42.8% | +32.5% |
| All | +87.7% | +36.9% | +50.8% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling