+10.4%
JEPI vs HTZ
-73.6%
+84.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.4% | +0.7% |
| 7D | -0.1% | -27.4% | +27.3% | +0.6% |
| 30D | +2.8% | -11.4% | +14.2% | +3.2% |
| 3M | +2.6% | -33.1% | +35.7% | +3.4% |
| 6M | +8.4% | -73.5% | +81.9% | +11.9% |
| YTD | +8.6% | -68.1% | +76.7% | +10.2% |
| 1Y | +10.4% | -74.3% | +84.7% | +14.2% |
| All | +10.4% | -73.6% | +84.0% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling