+74.5%
JEPQ vs HTZ
-91.6%
+166.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.4% | +9.6% | +1.6% |
| 7D | -5.6% | -14.6% | +9.0% | -5.0% |
| 30D | -11.3% | -20.8% | +9.5% | -10.5% |
| 3M | -6.5% | -18.8% | +12.3% | -6.1% |
| 6M | -3.6% | -74.7% | +71.1% | +1.5% |
| YTD | +2.2% | -68.1% | +70.3% | +5.8% |
| 1Y | +4.8% | -73.5% | +78.3% | +9.3% |
| 3Y | +56.3% | -81.8% | +138.1% | +65.2% |
| All | +74.5% | -91.6% | +166.1% | +112.7% |
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