+90.2%
JEPQ vs HRB
+100.7%
-10.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.1% | -10.6% | +11.7% | +1.7% |
| 30D | +1.3% | -0.8% | +2.1% | +1.2% |
| 3M | +4.7% | +19.1% | -14.4% | +3.1% |
| 6M | +10.6% | +48.7% | -38.1% | +6.6% |
| YTD | +11.4% | +7.1% | +4.3% | +11.1% |
| 1Y | +19.4% | -8.3% | +27.7% | +21.1% |
| 3Y | +71.7% | +25.8% | +45.9% | +64.4% |
| All | +90.2% | +100.7% | -10.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling