+90.2%
JEPQ vs HDB
-14.1%
+104.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +1.1% | -4.9% | +5.9% | +2.1% |
| 30D | +1.3% | -5.8% | +7.2% | +2.5% |
| 3M | +4.7% | -5.2% | +9.9% | +5.3% |
| 6M | +10.6% | -25.7% | +36.3% | +17.0% |
| YTD | +11.4% | -39.6% | +51.0% | +23.0% |
| 1Y | +19.4% | -36.9% | +56.3% | +30.4% |
| 3Y | +71.7% | -29.7% | +101.4% | +80.7% |
| All | +90.2% | -14.1% | +104.3% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling