+157.7%
EPAM vs HRB
+246.2%
-88.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.6% |
| 7D | +9.1% | -2.4% | +11.5% | +9.7% |
| 30D | +38.5% | +15.7% | +22.8% | +32.6% |
| 3M | +61.0% | +11.4% | +49.6% | +55.1% |
| 6M | +58.0% | +40.7% | +17.3% | +43.2% |
| YTD | -23.5% | +21.0% | -44.4% | -28.5% |
| 1Y | -10.5% | +7.2% | -17.8% | -13.9% |
| 3Y | -33.8% | +29.2% | -63.0% | -40.6% |
| 5Y | -78.1% | +142.3% | -220.5% | -83.6% |
| 10Y | +157.7% | +253.1% | -95.4% | +69.1% |
| All | +157.7% | +246.2% | -88.5% | +69.1% |
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