+49.1%
JEPI vs HTZ
-92.6%
+141.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +0.3% | -16.4% | +16.8% | +0.9% |
| 30D | +1.4% | -15.1% | +16.5% | +1.9% |
| 3M | +1.3% | -28.2% | +29.5% | +2.1% |
| 6M | +6.3% | -73.1% | +79.4% | +10.3% |
| YTD | +6.8% | -68.3% | +75.1% | +9.6% |
| 1Y | +9.8% | -75.2% | +85.0% | +13.7% |
| 3Y | +36.0% | -81.1% | +117.1% | +38.7% |
| 5Y | +43.4% | -95.0% | +138.4% | +53.2% |
| All | +49.1% | -92.6% | +141.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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