+88.7%
JEPQ vs HUM
-4.2%
+92.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.7% | -1.4% | +0.8% | -0.6% |
| 30D | +0.6% | +7.5% | -6.9% | +0.2% |
| 3M | +5.8% | +10.2% | -4.4% | +5.2% |
| 6M | +9.7% | +132.5% | -122.9% | +5.0% |
| YTD | +10.5% | +57.6% | -47.1% | +7.7% |
| 1Y | +18.4% | +48.6% | -30.2% | +15.5% |
| 3Y | +70.3% | -11.2% | +81.5% | +71.1% |
| All | +88.7% | -4.2% | +92.9% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling