+40.8%
JEPI vs HDB
-38.6%
+79.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -2.0% | -6.2% | +4.1% | -1.1% |
| 30D | -2.0% | -6.2% | +4.2% | -1.1% |
| 3M | +3.8% | -5.9% | +9.6% | +4.5% |
| 6M | +0.8% | -25.9% | +26.7% | +5.2% |
| YTD | +3.7% | -40.2% | +43.9% | +11.7% |
| 1Y | +7.1% | -38.0% | +45.1% | +14.6% |
| 3Y | +29.4% | -30.5% | +59.9% | +34.8% |
| 5Y | +40.8% | -38.1% | +78.9% | +46.2% |
| All | +40.8% | -38.6% | +79.4% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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