+79.3%
JEPQ vs HST
+66.2%
+13.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.3% |
| 7D | -1.4% | +0.6% | -1.9% | -1.5% |
| 30D | -8.6% | +14.5% | -23.1% | -12.3% |
| 3M | -4.5% | +15.4% | -19.9% | -8.6% |
| 6M | -1.3% | +22.0% | -23.3% | -7.6% |
| YTD | +5.0% | +54.9% | -49.8% | -9.1% |
| 1Y | +5.9% | +54.0% | -48.1% | -8.3% |
| 3Y | +58.0% | +90.4% | -32.4% | +24.3% |
| All | +79.3% | +66.2% | +13.0% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling