+82.2%
JEPQ vs HTZ
-92.3%
+174.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.9% |
| 7D | +3.4% | -8.5% | +11.9% | +3.8% |
| 30D | -5.6% | -18.9% | +13.3% | -4.8% |
| 3M | -4.2% | -36.0% | +31.9% | -2.4% |
| 6M | -0.2% | -74.6% | +74.4% | +5.1% |
| YTD | +6.7% | -70.8% | +77.5% | +10.9% |
| 1Y | +9.5% | -75.3% | +84.8% | +14.6% |
| 3Y | +60.5% | -81.6% | +142.1% | +67.2% |
| All | +82.2% | -92.3% | +174.5% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling