+47.3%
JEPI vs HTZ
-89.5%
+136.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -0.3% | +7.5% | -7.8% | -0.6% |
| 30D | +0.1% | +47.4% | -47.3% | -1.6% |
| 3M | +4.8% | -54.9% | +59.7% | +6.9% |
| 6M | +1.0% | -47.0% | +48.0% | +2.0% |
| YTD | +5.5% | -55.3% | +60.7% | +7.2% |
| 1Y | +9.2% | -57.6% | +66.9% | +10.7% |
| 3Y | +31.2% | -86.6% | +117.8% | +38.6% |
| 5Y | +41.4% | -86.1% | +127.5% | +48.5% |
| All | +47.3% | -89.5% | +136.8% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling