+69.9%
HD vs JEPI
+100.7%
-30.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | +1.5% | +2.7% | -1.2% | -2.1% |
| 30D | +18.0% | +2.5% | +15.5% | +14.1% |
| 3M | +2.8% | +1.9% | +0.8% | +0.2% |
| 6M | +17.0% | +7.7% | +9.2% | +6.0% |
| YTD | +3.5% | +8.2% | -4.6% | -6.3% |
| 1Y | -2.6% | +10.4% | -13.0% | -14.1% |
| 3Y | +30.7% | +36.5% | -5.8% | -13.9% |
| 5Y | +6.2% | +44.2% | -38.0% | -34.0% |
| All | +69.9% | +100.7% | -30.8% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling