+5.3%
HUM vs JEPI
+41.5%
-36.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.7% |
| 7D | +2.1% | -1.0% | +3.1% | +2.9% |
| 30D | +5.4% | -1.4% | +6.8% | +6.6% |
| 3M | +11.4% | +3.5% | +7.9% | +8.3% |
| 6M | +141.5% | +1.9% | +139.6% | +137.6% |
| YTD | +61.2% | +4.4% | +56.8% | +55.6% |
| 1Y | +49.2% | +7.2% | +42.0% | +41.3% |
| 3Y | -9.0% | +29.8% | -38.8% | -26.2% |
| All | +5.3% | +41.5% | -36.2% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling