+73.9%
HST vs JEPI
+40.2%
+33.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.7% |
| 7D | -0.3% | -1.1% | +0.8% | +1.4% |
| 30D | -2.8% | -1.3% | -1.5% | -0.9% |
| 3M | -6.5% | +3.3% | -9.8% | -11.1% |
| 6M | +20.7% | +1.0% | +19.7% | +18.8% |
| YTD | +30.5% | +4.2% | +26.2% | +22.6% |
| 1Y | +36.8% | +7.9% | +28.8% | +22.0% |
| 3Y | +65.9% | +30.0% | +35.9% | +13.5% |
| 5Y | +73.9% | +40.9% | +33.0% | +6.3% |
| All | +73.9% | +40.2% | +33.7% | +6.3% |
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 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