+228.7%
HL vs JEPI
+41.5%
+187.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.3% |
| 7D | -4.4% | -1.0% | -3.4% | -2.8% |
| 30D | +9.3% | -1.4% | +10.7% | +11.9% |
| 3M | +32.0% | +3.5% | +28.4% | +25.0% |
| 6M | -6.4% | +1.9% | -8.4% | -8.9% |
| YTD | +3.1% | +4.4% | -1.3% | -2.6% |
| 1Y | +77.6% | +7.2% | +70.4% | +61.2% |
| 3Y | +392.8% | +29.8% | +363.1% | +232.9% |
| All | +228.7% | +41.5% | +187.2% | +95.7% |
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