+84.1%
JEPQ vs HWM
+547.6%
-463.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +5.7% | +11.1% | -5.4% | +2.7% |
| 30D | -5.9% | +3.0% | -8.9% | -6.9% |
| 3M | -2.5% | -20.7% | +18.3% | +3.4% |
| 6M | +1.3% | -17.2% | +18.5% | +5.6% |
| YTD | +7.8% | +9.1% | -1.2% | +2.5% |
| 1Y | +8.8% | +9.0% | -0.3% | +3.2% |
| 3Y | +62.3% | +353.8% | -291.6% | -9.6% |
| All | +84.1% | +547.6% | -463.6% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling