+1,704.8%
HWM vs JEPI
+100.7%
+1,604.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.8% |
| 7D | +7.3% | +2.7% | +4.6% | +2.6% |
| 30D | +1.6% | +2.5% | -1.0% | -2.5% |
| 3M | -21.9% | +1.9% | -23.8% | -24.2% |
| 6M | -19.0% | +7.7% | -26.8% | -28.4% |
| YTD | +7.9% | +8.2% | -0.2% | -4.9% |
| 1Y | +9.9% | +10.4% | -0.5% | -6.3% |
| 3Y | +342.1% | +36.5% | +305.6% | +168.4% |
| 5Y | +600.8% | +44.2% | +556.6% | +293.6% |
| All | +1,704.8% | +100.7% | +1,604.1% | +356.7% |
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 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