+4.5%
HD vs JEPI
+39.8%
-35.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -3.9% | -2.0% | -1.9% | -1.2% |
| 30D | -13.1% | -2.0% | -11.1% | -10.7% |
| 3M | -3.4% | +3.8% | -7.2% | -7.9% |
| 6M | -12.6% | +0.8% | -13.4% | -13.1% |
| YTD | -9.2% | +3.7% | -13.0% | -13.0% |
| 1Y | -23.9% | +7.1% | -31.0% | -30.0% |
| 3Y | +0.4% | +29.4% | -28.9% | -28.4% |
| 5Y | +4.5% | +40.8% | -36.2% | -31.4% |
| All | +4.5% | +39.8% | -35.3% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling