+82.8%
JEPQ vs HTZ
-91.6%
+174.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.3% | -7.3% | +1.5% |
| 7D | -0.3% | -27.4% | +27.1% | +1.1% |
| 30D | -6.6% | -11.4% | +4.8% | -6.2% |
| 3M | -2.6% | -33.1% | +30.5% | -1.2% |
| 6M | +0.5% | -73.5% | +74.0% | +5.5% |
| YTD | +7.1% | -68.1% | +75.2% | +10.8% |
| 1Y | +8.1% | -74.3% | +82.4% | +12.9% |
| 3Y | +61.2% | -80.9% | +142.0% | +68.7% |
| All | +82.8% | -91.6% | +174.4% | +122.8% |
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