+10.4%
JEPQ vs HCA
-20.0%
+30.4%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.9% |
| 7D | -0.2% | +5.4% | -5.6% | +0.1% |
| 30D | +0.8% | +3.0% | -2.2% | +0.9% |
| 3M | +4.0% | +13.0% | -9.1% | +4.5% |
| 6M | +10.4% | -20.3% | +30.6% | +21.7% |
| All | +10.4% | -20.0% | +30.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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