+71.9%
JEPQ vs HST
+68.6%
+3.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.4% | +2.0% | -0.5% | +0.9% |
| 30D | +1.3% | -5.2% | +6.6% | +2.8% |
| 3M | +3.8% | -6.2% | +10.1% | +5.4% |
| 6M | +12.2% | +20.4% | -8.3% | +5.3% |
| YTD | +11.6% | +30.6% | -19.1% | +2.0% |
| 1Y | +19.9% | +37.4% | -17.5% | +7.5% |
| 3Y | +71.9% | +66.1% | +5.8% | +40.2% |
| All | +71.9% | +68.6% | +3.3% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling