+14.4%
HD vs JEPQ
+94.3%
-79.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -2.1% | +0.7% | -2.7% | -2.5% |
| 30D | -8.4% | +2.0% | -10.4% | -9.6% |
| 3M | +4.3% | +2.0% | +2.4% | +2.6% |
| 6M | -11.1% | +10.4% | -21.5% | -17.4% |
| YTD | -4.7% | +11.6% | -16.3% | -12.2% |
| 1Y | -19.8% | +20.7% | -40.5% | -30.4% |
| 3Y | +4.1% | +70.8% | -66.7% | -33.2% |
| All | +14.4% | +94.3% | -79.9% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling