+2.1%
HD vs JEPI
+29.8%
-27.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.3% |
| 7D | -1.8% | -1.1% | -0.7% | -0.3% |
| 30D | -10.8% | -1.3% | -9.6% | -9.3% |
| 3M | -2.7% | +3.3% | -6.0% | -6.5% |
| 6M | -10.3% | +1.0% | -11.3% | -11.2% |
| YTD | -7.8% | +4.2% | -12.1% | -11.9% |
| 1Y | -23.1% | +7.9% | -31.1% | -29.4% |
| All | +2.1% | +29.8% | -27.7% | -27.1% |
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