+50.4%
HD vs JEPI
+93.8%
-43.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | 0.0% |
| 7D | -3.8% | -1.0% | -2.8% | -2.5% |
| 30D | -9.4% | -1.4% | -8.0% | -7.6% |
| 3M | -4.6% | +3.5% | -8.1% | -8.8% |
| 6M | -10.1% | +1.9% | -12.0% | -12.0% |
| YTD | -8.3% | +4.4% | -12.8% | -13.0% |
| 1Y | -25.0% | +7.2% | -32.2% | -31.2% |
| 3Y | +1.5% | +29.8% | -28.2% | -28.3% |
| 5Y | +5.6% | +41.7% | -36.2% | -32.9% |
| All | +50.4% | +93.8% | -43.4% | -40.6% |
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