+289.4%
HPE vs JEPI
+30.1%
+259.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.7% | +11.2% |
| 7D | +19.4% | -1.0% | +20.4% | +21.6% |
| 30D | +5.6% | -1.4% | +7.0% | +8.4% |
| 3M | +33.1% | +3.5% | +29.5% | +24.6% |
| 6M | +192.5% | +1.9% | +190.5% | +181.4% |
| YTD | +160.9% | +4.4% | +156.5% | +140.7% |
| 1Y | +155.0% | +7.2% | +147.8% | +124.3% |
| 3Y | +289.4% | +29.8% | +259.6% | +157.9% |
| All | +289.4% | +30.1% | +259.3% | +157.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling