+90.2%
JEPQ vs HRB
+100.6%
-10.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.2% | -8.0% | +7.9% | +0.3% |
| 30D | +0.8% | -16.0% | +16.7% | +1.8% |
| 3M | +4.0% | +26.9% | -22.9% | +1.9% |
| 6M | +10.4% | +51.1% | -40.7% | +6.2% |
| YTD | +11.4% | +7.1% | +4.4% | +11.1% |
| 1Y | +18.9% | -9.6% | +28.5% | +20.8% |
| 3Y | +70.3% | +25.4% | +44.9% | +63.1% |
| All | +90.2% | +100.6% | -10.4% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling