+94.2%
JEPI vs THC
+1,087.8%
-993.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -1.4% | -1.2% | -0.3% | -1.3% |
| 3M | +3.5% | +52.3% | -48.7% | -0.7% |
| 6M | +1.9% | +12.4% | -10.5% | +0.4% |
| YTD | +4.4% | +32.7% | -28.3% | +1.1% |
| 1Y | +7.2% | +36.4% | -29.2% | +3.3% |
| 3Y | +29.8% | +259.3% | -229.5% | +12.3% |
| 5Y | +41.7% | +262.7% | -220.9% | +20.3% |
| All | +94.2% | +1,087.8% | -993.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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