+62.2%
DHI vs EPAM
-81.8%
+144.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -2.3% | -2.2% | -0.2% | -2.0% |
| 30D | -5.3% | +17.8% | -23.0% | -7.9% |
| 3M | -7.8% | +19.9% | -27.7% | -11.1% |
| 6M | -5.4% | -21.6% | +16.2% | -2.2% |
| YTD | -2.7% | -44.0% | +41.3% | +5.6% |
| 1Y | -21.0% | -30.5% | +9.5% | -17.8% |
| 3Y | +22.2% | -56.8% | +79.0% | +34.3% |
| 5Y | +62.2% | -81.7% | +143.9% | +98.7% |
| All | +62.2% | -81.8% | +144.0% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling