+246.4%
HAL vs JEPI
+95.7%
+150.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | +2.9% | -0.3% | +3.3% | +3.5% |
| 30D | +17.0% | +0.1% | +16.9% | +16.7% |
| 3M | -9.7% | +4.8% | -14.4% | -16.3% |
| 6M | +8.6% | +1.0% | +7.6% | +6.2% |
| YTD | +33.0% | +5.5% | +27.5% | +21.2% |
| 1Y | +68.3% | +9.2% | +59.1% | +45.2% |
| 3Y | +0.1% | +31.2% | -31.1% | -34.8% |
| 5Y | +102.6% | +41.4% | +61.3% | +17.0% |
| All | +246.4% | +95.7% | +150.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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