+8.4%
JEPQ vs HRB
+16.9%
-8.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +1.2% |
| 7D | -4.9% | +16.0% | -21.0% | -4.1% |
| 30D | -6.7% | +32.1% | -38.7% | -5.3% |
| 3M | -3.0% | +21.5% | -24.5% | -1.8% |
| 6M | +1.4% | +82.1% | -80.7% | +3.5% |
| YTD | +6.5% | +31.6% | -25.2% | +8.3% |
| 1Y | +8.4% | +15.9% | -7.5% | +8.8% |
| All | +8.4% | +16.9% | -8.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling