-2.1%
HPQ vs JEPQ
+94.0%
-96.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +2.2% | +1.1% | +1.2% | +1.2% |
| 30D | +9.7% | +1.3% | +8.4% | +8.3% |
| 3M | +32.7% | +4.7% | +28.0% | +25.8% |
| 6M | +77.7% | +10.6% | +67.1% | +58.6% |
| YTD | +51.0% | +11.4% | +39.6% | +33.4% |
| 1Y | +18.4% | +19.4% | -1.0% | -3.1% |
| 3Y | +25.6% | +71.7% | -46.1% | -32.2% |
| All | -2.1% | +94.0% | -96.1% | -52.9% |
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