+96.4%
HPQ vs JEPQ
+10.3%
+86.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +8.3% |
| 7D | +9.8% | -0.2% | +9.9% | +9.7% |
| 30D | +22.4% | +0.8% | +21.6% | +22.2% |
| 3M | +45.2% | +4.0% | +41.2% | +45.9% |
| 6M | +96.4% | +10.4% | +86.0% | +96.4% |
| All | +96.4% | +10.3% | +86.2% | +96.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling