+90.4%
JEPQ vs HSY
-11.6%
+102.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.4% | -1.6% | +3.0% | +1.5% |
| 30D | +1.3% | -4.2% | +5.6% | +1.5% |
| 3M | +3.8% | -0.7% | +4.6% | +3.8% |
| 6M | +12.2% | -21.8% | +34.0% | +13.8% |
| YTD | +11.6% | -2.7% | +14.2% | +11.3% |
| 1Y | +19.9% | -4.8% | +24.7% | +19.8% |
| 3Y | +71.9% | -9.4% | +81.3% | +73.9% |
| All | +90.4% | -11.6% | +102.0% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling