+41.8%
JEPI vs BHP
+110.7%
-68.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.0% | -3.6% | +2.6% | -0.5% |
| 30D | -1.4% | -1.2% | -0.2% | -1.3% |
| 3M | +3.5% | +1.2% | +2.4% | +3.1% |
| 6M | +1.9% | +21.4% | -19.5% | -2.0% |
| YTD | +4.4% | +50.4% | -46.0% | -3.4% |
| 1Y | +7.2% | +67.5% | -60.3% | -2.9% |
| 3Y | +29.8% | +72.8% | -43.1% | +15.0% |
| All | +41.8% | +110.7% | -68.9% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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