+390.3%
HWM vs JEPI
+29.8%
+360.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.5% |
| 7D | -8.0% | -1.1% | -6.9% | -6.1% |
| 30D | -18.0% | -1.3% | -16.7% | -16.1% |
| 3M | -9.5% | +3.3% | -12.8% | -14.2% |
| 6M | -8.4% | +1.0% | -9.4% | -9.6% |
| YTD | +13.6% | +4.2% | +9.4% | +6.5% |
| 1Y | +30.2% | +7.9% | +22.3% | +15.3% |
| All | +390.3% | +29.8% | +360.5% | +229.7% |
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