+70.3%
JEPQ vs HDB
-30.2%
+100.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +1.1% | -4.9% | +5.9% | +1.7% |
| 30D | +1.3% | -5.8% | +7.2% | +2.1% |
| 3M | +4.7% | -5.2% | +9.9% | +5.1% |
| 6M | +10.6% | -25.7% | +36.3% | +14.3% |
| YTD | +11.4% | -39.6% | +51.0% | +17.9% |
| 1Y | +19.4% | -36.9% | +56.3% | +25.5% |
| All | +70.3% | -30.2% | +100.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling