+70.7%
HON vs JEPI
+93.4%
-22.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | -0.6% | -1.1% | +0.6% | +1.0% |
| 30D | -15.4% | -1.3% | -14.1% | -13.9% |
| 3M | -9.1% | +3.3% | -12.5% | -13.0% |
| 6M | -17.1% | +1.0% | -18.1% | -18.1% |
| YTD | +1.5% | +4.2% | -2.7% | -3.8% |
| 1Y | -1.3% | +7.9% | -9.2% | -10.7% |
| 3Y | +19.5% | +30.0% | -10.5% | -15.8% |
| 5Y | +3.1% | +40.9% | -37.9% | -34.6% |
| All | +70.7% | +93.4% | -22.7% | -42.7% |
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 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