+82.8%
JEPQ vs HST
+65.3%
+17.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -0.3% | -1.3% | +0.9% | +0.1% |
| 30D | -6.6% | +13.4% | -19.9% | -10.1% |
| 3M | -2.6% | +16.7% | -19.3% | -7.1% |
| 6M | +0.5% | +24.0% | -23.5% | -6.4% |
| YTD | +7.1% | +54.0% | -46.8% | -7.1% |
| 1Y | +8.1% | +55.0% | -47.0% | -6.6% |
| 3Y | +61.2% | +89.3% | -28.2% | +27.0% |
| All | +82.8% | +65.3% | +17.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling