+90.2%
JEPQ vs BHP
+84.3%
+5.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.2% | -3.6% | +3.5% | +0.8% |
| 30D | +0.8% | -1.2% | +2.0% | +0.9% |
| 3M | +4.0% | +1.2% | +2.8% | +3.3% |
| 6M | +10.4% | +21.4% | -11.0% | +4.1% |
| YTD | +11.4% | +50.4% | -39.0% | -1.0% |
| 1Y | +18.9% | +67.5% | -48.6% | +2.5% |
| 3Y | +70.3% | +72.8% | -2.5% | +41.8% |
| All | +90.2% | +84.3% | +5.9% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling