+90.2%
JEPQ vs HUT
+412.9%
-322.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.2% |
| 7D | +1.1% | +18.9% | -17.8% | -0.3% |
| 30D | +1.3% | +12.0% | -10.7% | +0.2% |
| 3M | +4.7% | -14.9% | +19.5% | +5.0% |
| 6M | +10.6% | +96.8% | -86.2% | +3.1% |
| YTD | +11.4% | +108.8% | -97.4% | +2.6% |
| 1Y | +19.4% | +227.4% | -208.0% | +4.7% |
| 3Y | +71.7% | +760.3% | -688.6% | +30.2% |
| All | +90.2% | +412.9% | -322.7% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling