+311.9%
HPE vs JEPQ
+94.0%
+217.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.3% |
| 7D | +13.6% | +1.1% | +12.6% | +12.1% |
| 30D | +7.7% | +1.3% | +6.4% | +6.0% |
| 3M | +22.4% | +4.7% | +17.7% | +15.8% |
| 6M | +172.6% | +10.6% | +162.0% | +141.8% |
| YTD | +147.5% | +11.4% | +136.1% | +117.8% |
| 1Y | +151.8% | +19.4% | +132.4% | +103.6% |
| 3Y | +267.1% | +71.7% | +195.4% | +102.8% |
| All | +311.9% | +94.0% | +217.9% | +102.0% |
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