+90.5%
JEPQ vs HWM
+652.1%
-561.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.7% | -2.1% | +2.8% | +1.1% |
| 30D | +2.0% | -11.0% | +13.0% | +5.3% |
| 3M | +2.0% | +4.0% | -2.0% | +0.3% |
| 6M | +10.4% | -0.2% | +10.6% | +9.4% |
| YTD | +11.6% | +26.7% | -15.0% | +2.3% |
| 1Y | +20.7% | +44.7% | -24.0% | +5.6% |
| 3Y | +70.8% | +426.1% | -355.3% | -8.2% |
| All | +90.5% | +652.1% | -561.6% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling