+90.5%
JEPQ vs HUT
+400.2%
-309.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.2% |
| 7D | +0.7% | +17.8% | -17.1% | -0.6% |
| 30D | +2.0% | +0.8% | +1.1% | +1.7% |
| 3M | +2.0% | -26.8% | +28.8% | +3.5% |
| 6M | +10.4% | +72.6% | -62.2% | +3.9% |
| YTD | +11.6% | +103.6% | -92.0% | +3.0% |
| 1Y | +20.7% | +265.3% | -244.6% | +4.9% |
| 3Y | +70.8% | +689.4% | -618.6% | +30.5% |
| All | +90.5% | +400.2% | -309.7% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling