+90.2%
JEPQ vs HIG
+110.0%
-19.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.2% | -1.5% | +1.3% | +0.2% |
| 30D | +0.8% | -0.4% | +1.1% | +0.8% |
| 3M | +4.0% | +6.7% | -2.7% | +2.0% |
| 6M | +10.4% | +2.0% | +8.4% | +9.4% |
| YTD | +11.4% | +0.3% | +11.1% | +10.8% |
| 1Y | +18.9% | +4.2% | +14.7% | +16.8% |
| 3Y | +70.3% | +102.2% | -31.9% | +32.1% |
| All | +90.2% | +110.0% | -19.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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