+90.4%
JEPQ vs HTZ
-88.8%
+179.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.2% |
| 7D | +1.4% | -2.5% | +3.9% | +1.5% |
| 30D | +1.3% | -3.7% | +5.1% | +1.2% |
| 3M | +3.8% | -57.0% | +60.8% | +6.9% |
| 6M | +12.2% | -47.0% | +59.1% | +13.6% |
| YTD | +11.6% | -57.5% | +69.1% | +14.2% |
| 1Y | +19.9% | -63.5% | +83.3% | +23.0% |
| 3Y | +71.9% | -86.3% | +158.2% | +100.4% |
| All | +90.4% | -88.8% | +179.2% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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