+1,048.0%
DHI vs EPAM
+751.2%
+296.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.6% |
| 7D | -3.1% | +2.0% | -5.1% | -3.6% |
| 30D | -5.5% | +6.5% | -12.0% | -7.1% |
| 3M | -2.2% | +19.9% | -22.1% | -7.2% |
| 6M | -6.0% | -16.9% | +11.0% | -3.2% |
| YTD | 0.0% | -42.9% | +42.9% | +11.0% |
| 1Y | -18.2% | -30.4% | +12.1% | -13.8% |
| 3Y | +22.5% | -54.7% | +77.3% | +37.9% |
| 5Y | +58.4% | -81.8% | +140.2% | +105.4% |
| 10Y | +405.2% | +65.5% | +339.7% | +259.2% |
| All | +1,048.0% | +751.2% | +296.8% | +553.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling