+1.3%
JEPQ vs JHX
+53.7%
-52.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.0% | -5.6% |
| 7D | -9.5% | +6.4% | -15.9% | -10.2% |
| 30D | -12.3% | +12.3% | -24.6% | -13.6% |
| 3M | -8.5% | +1.1% | -9.6% | -8.7% |
| 6M | -5.0% | +42.2% | -47.3% | -9.9% |
| YTD | +0.1% | +38.1% | -38.0% | -5.3% |
| 1Y | +1.3% | +54.9% | -53.6% | -5.0% |
| All | +1.3% | +53.7% | -52.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling