+92.8%
JEPI vs HRB
+245.5%
-152.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -2.0% | -12.2% | +10.1% | -1.0% |
| 30D | -2.0% | -3.0% | +0.9% | -1.9% |
| 3M | +3.8% | +21.7% | -17.9% | +1.6% |
| 6M | +0.8% | +52.3% | -51.5% | -3.7% |
| YTD | +3.7% | +6.5% | -2.8% | +2.8% |
| 1Y | +7.1% | -6.7% | +13.8% | +7.6% |
| 3Y | +29.4% | +25.1% | +4.3% | +24.8% |
| 5Y | +40.8% | +113.8% | -73.0% | +28.6% |
| All | +92.8% | +245.5% | -152.7% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling