+44.8%
JEPI vs HTZ
-90.7%
+135.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -2.0% | -9.7% | +7.7% | -1.7% |
| 30D | -2.0% | -16.3% | +14.3% | -1.6% |
| 3M | +3.8% | -58.8% | +62.6% | +6.2% |
| 6M | +0.8% | -48.9% | +49.7% | +1.9% |
| YTD | +3.7% | -60.1% | +63.8% | +5.8% |
| 1Y | +7.1% | -65.0% | +72.1% | +9.3% |
| 3Y | +29.4% | -87.2% | +116.6% | +36.6% |
| 5Y | +40.8% | -87.1% | +127.9% | +48.4% |
| All | +44.8% | -90.7% | +135.5% | +53.6% |
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