+71.9%
JEPQ vs HUT
+772.7%
-700.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.5% |
| 7D | +1.4% | +28.3% | -26.8% | -0.3% |
| 30D | +1.3% | +12.3% | -11.0% | +0.3% |
| 3M | +3.8% | -16.8% | +20.7% | +4.3% |
| 6M | +12.2% | +111.4% | -99.2% | +5.1% |
| YTD | +11.6% | +116.6% | -105.0% | +3.8% |
| 1Y | +19.9% | +290.5% | -270.6% | +6.1% |
| 3Y | +71.9% | +792.3% | -720.4% | +43.1% |
| All | +71.9% | +772.7% | -700.8% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling