+1,775.3%
HWM vs JEPI
+93.8%
+1,681.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | -0.4% |
| 7D | -11.4% | -1.0% | -10.4% | -9.8% |
| 30D | -18.5% | -1.4% | -17.0% | -16.3% |
| 3M | -13.2% | +3.5% | -16.7% | -18.1% |
| 6M | -8.7% | +1.9% | -10.6% | -11.2% |
| YTD | +12.2% | +4.4% | +7.7% | +4.8% |
| 1Y | +24.9% | +7.2% | +17.7% | +11.8% |
| 3Y | +383.9% | +29.8% | +354.2% | +219.7% |
| 5Y | +646.1% | +41.7% | +604.4% | +329.7% |
| All | +1,775.3% | +93.8% | +1,681.5% | +403.0% |
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