+60.5%
JEPQ vs HWM
+348.7%
-288.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +3.4% | +7.3% | -3.9% | +1.8% |
| 30D | -5.6% | +1.6% | -7.2% | -6.1% |
| 3M | -4.2% | -21.9% | +17.7% | +0.8% |
| 6M | -0.2% | -19.0% | +18.9% | +3.9% |
| YTD | +6.7% | +7.9% | -1.2% | +2.6% |
| 1Y | +9.5% | +9.9% | -0.5% | +4.7% |
| 3Y | +60.5% | +342.1% | -281.6% | +16.0% |
| All | +60.5% | +348.7% | -288.2% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling