+18.3%
HUBS vs JEPI
+93.8%
-75.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.5% |
| 7D | -9.0% | -1.0% | -8.0% | -7.2% |
| 30D | +7.2% | -1.4% | +8.7% | +10.2% |
| 3M | +20.9% | +3.5% | +17.3% | +13.5% |
| 6M | -13.0% | +1.9% | -15.0% | -16.5% |
| YTD | -43.8% | +4.4% | -48.3% | -48.6% |
| 1Y | -54.6% | +7.2% | -61.8% | -60.5% |
| 3Y | -58.5% | +29.8% | -88.2% | -74.8% |
| 5Y | -66.4% | +41.7% | -108.1% | -82.1% |
| All | +18.3% | +93.8% | -75.5% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling