+532.4%
HIMS vs JEPQ
+94.0%
+438.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -1.3% |
| 7D | -0.7% | -0.2% | -0.6% | -0.4% |
| 30D | -8.2% | +0.8% | -9.0% | -9.4% |
| 3M | -4.7% | +4.0% | -8.7% | -10.6% |
| 6M | +6.3% | +10.4% | -4.1% | -10.1% |
| YTD | -15.3% | +11.4% | -26.7% | -29.3% |
| 1Y | -46.9% | +18.9% | -65.8% | -60.3% |
| 3Y | +321.3% | +70.3% | +251.0% | +90.0% |
| All | +532.4% | +94.0% | +438.4% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling