+404.6%
DHI vs EPAM
+74.2%
+330.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +1.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -5.4% | +17.6% | -23.0% | -9.1% |
| 3M | -10.4% | +27.1% | -37.6% | -16.4% |
| 6M | -2.8% | -17.0% | +14.2% | +0.3% |
| YTD | -3.4% | -42.4% | +39.0% | +7.6% |
| 1Y | -22.9% | -25.3% | +2.4% | -20.0% |
| 3Y | +20.7% | -55.7% | +76.4% | +37.5% |
| 5Y | +62.1% | -81.2% | +143.3% | +118.4% |
| All | +404.6% | +74.2% | +330.3% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling