+90.2%
JEPQ vs THC
+266.6%
-176.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.6% |
| 7D | +1.1% | +4.1% | -3.0% | +0.5% |
| 30D | +1.3% | +3.5% | -2.2% | +0.8% |
| 3M | +4.7% | +61.7% | -57.1% | -2.3% |
| 6M | +10.6% | +11.8% | -1.2% | +8.5% |
| YTD | +11.4% | +35.4% | -24.0% | +6.0% |
| 1Y | +19.4% | +37.0% | -17.6% | +13.1% |
| 3Y | +71.7% | +260.1% | -188.4% | +36.1% |
| All | +90.2% | +266.6% | -176.4% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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