+88.7%
JEPQ vs HWM
+561.1%
-472.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | -0.7% | -12.5% | +11.9% | +2.9% |
| 30D | +0.6% | -19.0% | +19.5% | +6.3% |
| 3M | +5.8% | -8.6% | +14.4% | +7.8% |
| 6M | +9.7% | -10.2% | +19.8% | +11.6% |
| YTD | +10.5% | +11.3% | -0.8% | +4.8% |
| 1Y | +18.4% | +24.3% | -5.9% | +8.1% |
| 3Y | +70.3% | +382.3% | -311.9% | -7.1% |
| All | +88.7% | +561.1% | -472.4% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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