+31.7%
HD vs JEPI
+37.3%
-5.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -1.2% |
| 7D | -1.2% | -0.1% | -1.0% | -1.1% |
| 30D | +20.9% | +2.8% | +18.1% | +16.6% |
| 3M | -0.2% | +2.6% | -2.8% | -3.4% |
| 6M | +14.5% | +8.4% | +6.1% | +3.6% |
| YTD | +4.3% | +8.6% | -4.3% | -5.5% |
| 1Y | -3.5% | +10.4% | -13.9% | -14.1% |
| All | +31.7% | +37.3% | -5.6% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling