+93.8%
JEPI vs BHP
+233.4%
-139.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -1.3% | +4.0% | -5.3% | -1.9% |
| 3M | +3.3% | +11.3% | -7.9% | +1.5% |
| 6M | +1.0% | +29.3% | -28.3% | -3.4% |
| YTD | +4.2% | +59.2% | -55.0% | -3.8% |
| 1Y | +7.9% | +80.8% | -72.9% | -2.5% |
| 3Y | +30.0% | +88.0% | -58.0% | +15.3% |
| 5Y | +40.9% | +126.6% | -85.7% | +20.9% |
| All | +93.8% | +233.4% | -139.7% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling