-42.4%
HIMS vs JEPQ
+21.4%
-63.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -1.1% |
| 7D | -3.9% | +0.7% | -4.6% | -5.5% |
| 30D | -12.4% | +2.0% | -14.4% | -16.3% |
| 3M | -1.1% | +2.0% | -3.1% | -5.1% |
| 6M | +68.4% | +10.4% | +58.0% | +32.8% |
| YTD | -14.7% | +11.6% | -26.3% | -34.3% |
| 1Y | -42.4% | +20.7% | -63.1% | -71.7% |
| All | -42.4% | +21.4% | -63.8% | -71.7% |
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