+84.1%
JEPQ vs THC
+290.9%
-206.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -5.9% | +7.5% | -13.4% | -6.8% |
| 3M | -2.5% | +7.5% | -10.0% | -3.5% |
| 6M | +1.3% | +46.4% | -45.2% | -4.2% |
| YTD | +7.8% | +44.4% | -36.5% | +1.7% |
| 1Y | +8.8% | +43.4% | -34.7% | +2.6% |
| 3Y | +62.3% | +433.3% | -371.0% | +20.5% |
| All | +84.1% | +290.9% | -206.8% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling