+138.5%
HPQ vs JEPI
+93.4%
+45.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.8% |
| 7D | +2.2% | -1.1% | +3.4% | +4.0% |
| 30D | +9.7% | -1.3% | +11.0% | +11.9% |
| 3M | +32.7% | +3.3% | +29.4% | +26.1% |
| 6M | +77.7% | +1.0% | +76.7% | +74.4% |
| YTD | +51.0% | +4.2% | +46.8% | +41.1% |
| 1Y | +18.4% | +7.9% | +10.5% | +5.0% |
| 3Y | +25.6% | +30.0% | -4.5% | -15.4% |
| 5Y | +38.6% | +40.9% | -2.3% | -16.3% |
| All | +138.5% | +93.4% | +45.1% | -11.6% |
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