+541.4%
HIMS vs JEPQ
+94.0%
+447.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.7% |
| 7D | -2.7% | +1.1% | -3.8% | -4.8% |
| 30D | -12.2% | +1.3% | -13.5% | -14.2% |
| 3M | -3.7% | +4.7% | -8.4% | -10.8% |
| 6M | +25.9% | +10.6% | +15.3% | +6.1% |
| YTD | -14.1% | +11.4% | -25.5% | -28.2% |
| 1Y | -41.6% | +19.4% | -61.0% | -56.7% |
| 3Y | +327.3% | +71.7% | +255.6% | +90.1% |
| All | +541.4% | +94.0% | +447.4% | +168.4% |
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