+90.2%
JEPQ vs HWM
+574.8%
-484.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.1% | -8.0% | +9.1% | +3.2% |
| 30D | +1.3% | -18.0% | +19.3% | +6.8% |
| 3M | +4.7% | -9.5% | +14.2% | +7.0% |
| 6M | +10.6% | -8.4% | +19.0% | +12.0% |
| YTD | +11.4% | +13.6% | -2.2% | +5.1% |
| 1Y | +19.4% | +30.2% | -10.8% | +7.4% |
| 3Y | +71.7% | +392.2% | -320.5% | -6.9% |
| All | +90.2% | +574.8% | -484.6% | -11.6% |
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