+289.4%
HPE vs JEPQ
+70.7%
+218.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +11.2% |
| 7D | +19.4% | -0.2% | +19.6% | +19.9% |
| 30D | +5.6% | +0.8% | +4.8% | +4.6% |
| 3M | +33.1% | +4.0% | +29.1% | +26.1% |
| 6M | +192.5% | +10.4% | +182.1% | +155.4% |
| YTD | +160.9% | +11.4% | +149.5% | +124.8% |
| 1Y | +155.0% | +18.9% | +136.0% | +100.0% |
| 3Y | +289.4% | +70.3% | +219.1% | +100.7% |
| All | +289.4% | +70.7% | +218.7% | +100.7% |
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 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