+164.5%
EPAM vs HRB
+226.2%
-61.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.1% | -7.8% | +6.7% | +1.2% |
| 30D | +41.8% | +15.7% | +26.1% | +35.8% |
| 3M | +63.4% | -5.5% | +68.9% | +65.5% |
| 6M | +72.2% | +41.1% | +31.1% | +55.9% |
| YTD | -20.0% | +20.4% | -40.4% | -25.2% |
| 1Y | -9.0% | +15.2% | -24.3% | -14.0% |
| 3Y | -30.4% | +24.3% | -54.7% | -36.9% |
| 5Y | -75.6% | +144.7% | -220.3% | -81.7% |
| All | +164.5% | +226.2% | -61.8% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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