+101.1%
JEPI vs THC
+1,188.4%
-1,087.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.7% | +1.0% | +1.8% | +2.6% |
| 30D | +2.5% | +5.3% | -2.8% | +2.0% |
| 3M | +1.9% | +7.1% | -5.2% | +1.2% |
| 6M | +7.7% | +46.0% | -38.3% | +3.6% |
| YTD | +8.2% | +43.9% | -35.8% | +3.8% |
| 1Y | +10.4% | +45.4% | -35.1% | +5.8% |
| 3Y | +36.5% | +421.3% | -384.8% | +14.1% |
| 5Y | +44.2% | +261.5% | -217.3% | +22.1% |
| All | +101.1% | +1,188.4% | -1,087.4% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling