+587.6%
HPE vs JEPI
+93.4%
+494.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +6.0% |
| 7D | +13.6% | -1.1% | +14.8% | +15.6% |
| 30D | +7.7% | -1.3% | +9.0% | +9.9% |
| 3M | +22.4% | +3.3% | +19.0% | +15.8% |
| 6M | +172.6% | +1.0% | +171.6% | +167.2% |
| YTD | +147.5% | +4.2% | +143.3% | +131.3% |
| 1Y | +151.8% | +7.9% | +143.9% | +122.9% |
| 3Y | +267.1% | +30.0% | +237.0% | +150.9% |
| 5Y | +362.8% | +40.9% | +321.8% | +184.2% |
| All | +587.6% | +93.4% | +494.2% | +139.7% |
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