+51.2%
JEPI vs HTZ
-93.0%
+144.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | -0.1% |
| 7D | +2.9% | -14.0% | +16.9% | +3.4% |
| 30D | +2.6% | -19.8% | +22.4% | +3.2% |
| 3M | +2.2% | -45.0% | +47.2% | +4.0% |
| 6M | +7.6% | -73.2% | +80.8% | +11.6% |
| YTD | +8.3% | -70.0% | +78.3% | +11.3% |
| 1Y | +9.7% | -75.7% | +85.4% | +13.6% |
| 3Y | +36.7% | -82.1% | +118.8% | +39.6% |
| 5Y | +44.4% | -94.3% | +138.7% | +54.5% |
| All | +51.2% | -93.0% | +144.2% | +61.7% |
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