+90.2%
JEPQ vs HUT
+427.3%
-337.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.0% | +0.1% |
| 7D | -0.2% | +5.4% | -5.6% | -0.6% |
| 30D | +0.8% | +8.6% | -7.8% | -0.1% |
| 3M | +4.0% | -15.2% | +19.2% | +4.3% |
| 6M | +10.4% | +92.9% | -82.5% | +3.0% |
| YTD | +11.4% | +114.6% | -103.2% | +2.4% |
| 1Y | +18.9% | +208.5% | -189.6% | +4.8% |
| 3Y | +70.3% | +821.5% | -751.2% | +28.3% |
| All | +90.2% | +427.3% | -337.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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