+24.3%
HD vs JEPQ
+85.8%
-61.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.8% |
| 7D | +1.5% | +3.4% | -1.9% | -0.6% |
| 30D | +18.0% | -5.6% | +23.6% | +21.9% |
| 3M | +2.8% | -4.2% | +7.0% | +5.0% |
| 6M | +17.0% | -0.2% | +17.1% | +15.8% |
| YTD | +3.5% | +6.7% | -3.2% | -2.4% |
| 1Y | -2.6% | +9.5% | -12.1% | -9.9% |
| 3Y | +30.7% | +60.5% | -29.8% | -12.9% |
| All | +24.3% | +85.8% | -61.5% | -26.8% |
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