+3.2%
HAL vs JEPQ
+94.0%
-90.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | -3.3% | -0.2% | -3.2% | -3.2% |
| 30D | +8.2% | +0.8% | +7.4% | +7.5% |
| 3M | -9.4% | +4.0% | -13.4% | -12.7% |
| 6M | +0.6% | +10.4% | -9.7% | -8.0% |
| YTD | +28.6% | +11.4% | +17.1% | +16.4% |
| 1Y | +63.9% | +18.9% | +45.0% | +39.8% |
| 3Y | -7.1% | +70.3% | -77.4% | -42.1% |
| All | +3.2% | +94.0% | -90.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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