+40.8%
JEPI vs HTZ
-95.4%
+136.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | +0.4% |
| 7D | -2.0% | -14.6% | +12.6% | -1.4% |
| 30D | 0.0% | -20.8% | +20.7% | +0.7% |
| 3M | -0.8% | -18.8% | +18.0% | -0.4% |
| 6M | +3.2% | -74.7% | +77.9% | +7.6% |
| YTD | +4.7% | -68.1% | +72.8% | +7.6% |
| 1Y | +8.0% | -73.5% | +81.5% | +11.7% |
| 3Y | +32.3% | -81.8% | +114.1% | +36.3% |
| All | +40.8% | -95.4% | +136.2% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling