+155.0%
HPE vs JEPI
+7.8%
+147.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.7% | +11.3% |
| 7D | +19.4% | -1.0% | +20.4% | +21.1% |
| 30D | +5.6% | -1.4% | +7.0% | +7.9% |
| 3M | +33.1% | +3.5% | +29.5% | +25.5% |
| 6M | +192.5% | +1.9% | +190.5% | +184.0% |
| YTD | +160.9% | +4.4% | +156.5% | +141.5% |
| 1Y | +155.0% | +7.2% | +147.8% | +120.0% |
| All | +155.0% | +7.8% | +147.2% | +120.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling