+90.2%
JEPQ vs HSY
-11.5%
+101.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | +0.8% | -5.2% | +6.0% | +1.0% |
| 3M | +4.0% | -3.4% | +7.4% | +4.1% |
| 6M | +10.4% | -19.2% | +29.6% | +11.8% |
| YTD | +11.4% | -2.6% | +14.1% | +11.2% |
| 1Y | +18.9% | -3.8% | +22.7% | +18.7% |
| 3Y | +70.3% | -10.6% | +80.9% | +73.0% |
| All | +90.2% | -11.5% | +101.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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