+41.8%
JEPI vs HRB
+114.1%
-72.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.0% | -8.0% | +7.0% | -0.2% |
| 30D | -1.4% | -16.0% | +14.5% | +0.1% |
| 3M | +3.5% | +26.9% | -23.3% | +0.8% |
| 6M | +1.9% | +51.1% | -49.2% | -3.0% |
| YTD | +4.4% | +7.1% | -2.6% | +3.7% |
| 1Y | +7.2% | -9.6% | +16.8% | +8.7% |
| 3Y | +29.8% | +25.4% | +4.4% | +24.1% |
| All | +41.8% | +114.1% | -72.2% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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