+41.8%
JEPI vs HSY
+12.0%
+29.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | +3.5% | -3.4% | +7.0% | +4.0% |
| 6M | +1.9% | -19.2% | +21.1% | +5.2% |
| 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% | +31.6% |
| All | +41.8% | +12.0% | +29.8% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling