-4.6%
HD vs JEPQ
+8.1%
-12.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.3% |
| 7D | +11.9% | -4.9% | +16.8% | +13.2% |
| 30D | +26.4% | -6.7% | +33.1% | +28.7% |
| 3M | +2.8% | -3.0% | +5.8% | +3.1% |
| 6M | +15.5% | +1.4% | +14.1% | +13.1% |
| YTD | +5.5% | +6.5% | -0.9% | 0.0% |
| 1Y | -4.6% | +8.4% | -13.0% | -10.2% |
| All | -4.6% | +8.1% | -12.7% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling