+94.2%
JEPI vs HSY
+54.9%
+39.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.4% | -5.2% | +3.8% | -0.5% |
| 3M | +3.5% | -3.4% | +7.0% | +4.0% |
| 6M | +1.9% | -19.2% | +21.1% | +5.6% |
| YTD | +4.4% | -2.6% | +7.1% | +4.2% |
| 1Y | +7.2% | -3.8% | +11.0% | +7.0% |
| 3Y | +29.8% | -10.6% | +40.4% | +31.2% |
| 5Y | +41.7% | +12.3% | +29.4% | +32.2% |
| All | +94.2% | +54.9% | +39.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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