+82.9%
HST vs JEPI
+44.7%
+38.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.3% |
| 6M | +22.9% | +7.6% | +15.3% | +10.0% |
| YTD | +52.4% | +8.3% | +44.1% | +35.2% |
| 1Y | +52.5% | +9.7% | +42.8% | +32.7% |
| 3Y | +87.4% | +36.7% | +50.7% | +18.2% |
| 5Y | +82.9% | +44.4% | +38.5% | +5.2% |
| All | +82.9% | +44.7% | +38.3% | +5.2% |
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