+44.4%
JEPI vs HAS
+49.5%
-5.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | 0.0% |
| 7D | +2.9% | +1.6% | +1.3% | +2.7% |
| 30D | +2.6% | +26.6% | -24.1% | -1.3% |
| 3M | +2.2% | +29.0% | -26.8% | -2.0% |
| 6M | +7.6% | +30.6% | -23.0% | +2.7% |
| YTD | +8.3% | +51.5% | -43.2% | +0.4% |
| 1Y | +9.7% | +58.5% | -48.7% | +0.9% |
| 3Y | +36.7% | +214.1% | -177.4% | +9.9% |
| 5Y | +44.4% | +50.2% | -5.8% | +36.7% |
| All | +44.4% | +49.5% | -5.1% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling