+94.2%
JEPI vs HALO
+345.2%
-251.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.0% | -2.7% | +1.7% | -0.8% |
| 30D | -1.4% | +5.3% | -6.7% | -1.9% |
| 3M | +3.5% | +51.6% | -48.0% | -0.5% |
| 6M | +1.9% | +61.3% | -59.3% | -2.7% |
| YTD | +4.4% | +59.3% | -54.9% | -0.3% |
| 1Y | +7.2% | +38.3% | -31.1% | +3.5% |
| 3Y | +29.8% | +185.9% | -156.1% | +15.2% |
| 5Y | +41.7% | +159.9% | -118.2% | +25.2% |
| All | +94.2% | +345.2% | -251.0% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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