+392.8%
HL vs JEPQ
+70.7%
+322.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.3% |
| 7D | -4.4% | -0.2% | -4.2% | -4.2% |
| 30D | +9.3% | +0.8% | +8.5% | +8.3% |
| 3M | +32.0% | +4.0% | +28.0% | +26.3% |
| 6M | -6.4% | +10.4% | -16.8% | -15.8% |
| YTD | +3.1% | +11.4% | -8.3% | -7.7% |
| 1Y | +77.6% | +18.9% | +58.6% | +49.1% |
| 3Y | +392.8% | +70.3% | +322.5% | +212.6% |
| All | +392.8% | +70.7% | +322.1% | +212.6% |
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 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