+101.1%
JEPI vs HAS
+123.6%
-22.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.5% |
| 30D | +2.5% | +26.3% | -23.7% | -1.0% |
| 3M | +1.9% | +25.6% | -23.7% | -1.5% |
| 6M | +7.7% | +30.3% | -22.5% | +3.3% |
| YTD | +8.2% | +50.4% | -42.2% | +1.2% |
| 1Y | +10.4% | +57.7% | -47.3% | +2.5% |
| 3Y | +36.5% | +213.4% | -176.9% | +13.2% |
| 5Y | +44.2% | +49.1% | -4.9% | +31.5% |
| All | +101.1% | +123.6% | -22.6% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling