+90.5%
JEPQ vs HDB
-9.8%
+100.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.7% | +0.4% | +0.2% | +0.6% |
| 30D | +2.0% | -2.8% | +4.8% | +2.5% |
| 3M | +2.0% | -3.5% | +5.5% | +2.3% |
| 6M | +10.4% | -24.7% | +35.1% | +16.5% |
| YTD | +11.6% | -36.6% | +48.2% | +22.0% |
| 1Y | +20.7% | -34.4% | +55.1% | +30.8% |
| 3Y | +70.8% | -24.4% | +95.2% | +76.4% |
| All | +90.5% | -9.8% | +100.3% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling