+8.4%
JEPQ vs ALHC
-51.4%
+59.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.1% | -9.2% | +0.7% |
| 7D | -4.9% | -0.5% | -4.4% | -5.0% |
| 30D | -6.7% | -4.2% | -2.4% | -6.7% |
| 3M | -3.0% | -39.8% | +36.8% | -2.6% |
| 6M | +1.4% | -57.7% | +59.1% | +3.0% |
| YTD | +6.5% | -58.8% | +65.2% | +6.7% |
| 1Y | +8.4% | -52.4% | +60.8% | +5.2% |
| All | +8.4% | -51.4% | +59.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling