+2.1%
HD vs JEPQ
+70.7%
-68.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.8% | +1.1% | -2.9% | -2.4% |
| 30D | -10.8% | +1.3% | -12.2% | -11.5% |
| 3M | -2.7% | +4.7% | -7.4% | -5.2% |
| 6M | -10.3% | +10.6% | -20.9% | -15.4% |
| YTD | -7.8% | +11.4% | -19.3% | -13.5% |
| 1Y | -23.1% | +19.4% | -42.6% | -30.8% |
| All | +2.1% | +70.7% | -68.6% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling