+523.7%
HL vs JEPI
+93.4%
+430.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.9% |
| 7D | +0.4% | -1.1% | +1.5% | +2.4% |
| 30D | +18.8% | -1.3% | +20.1% | +21.5% |
| 3M | +43.7% | +3.3% | +40.4% | +36.2% |
| 6M | -1.0% | +1.0% | -2.1% | -2.3% |
| YTD | +8.7% | +4.2% | +4.5% | +2.4% |
| 1Y | +105.0% | +7.9% | +97.1% | +82.4% |
| 3Y | +427.3% | +30.0% | +397.2% | +239.2% |
| 5Y | +249.3% | +40.9% | +208.4% | +97.2% |
| All | +523.7% | +93.4% | +430.3% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling