+90.2%
JEPQ vs HUM
-2.1%
+92.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.7% |
| 7D | -0.2% | +2.1% | -2.2% | -0.3% |
| 30D | +0.8% | +5.4% | -4.6% | +0.5% |
| 3M | +4.0% | +11.4% | -7.4% | +3.4% |
| 6M | +10.4% | +141.5% | -131.1% | +5.5% |
| YTD | +11.4% | +61.2% | -49.8% | +8.4% |
| 1Y | +18.9% | +49.2% | -30.2% | +16.0% |
| 3Y | +70.3% | -9.0% | +79.3% | +70.8% |
| All | +90.2% | -2.1% | +92.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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