+90.4%
JEPQ vs HIG
+108.9%
-18.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | +1.3% | -4.9% | +6.2% | +2.4% |
| 3M | +3.8% | +6.8% | -3.0% | +1.8% |
| 6M | +12.2% | -1.7% | +13.9% | +12.2% |
| YTD | +11.6% | -0.2% | +11.8% | +11.1% |
| 1Y | +19.9% | +5.7% | +14.2% | +17.1% |
| 3Y | +71.9% | +100.3% | -28.4% | +33.8% |
| All | +90.4% | +108.9% | -18.5% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling