+159.6%
EPAM vs HRB
+243.1%
-83.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +18.5% | -8.1% | +26.6% | +21.4% |
| 30D | +44.0% | +15.0% | +29.0% | +38.2% |
| 3M | +63.0% | +10.2% | +52.8% | +57.5% |
| 6M | +67.3% | +44.2% | +23.0% | +50.6% |
| YTD | -20.5% | +21.0% | -41.5% | -25.7% |
| 1Y | -9.6% | +12.0% | -21.6% | -13.9% |
| 3Y | -30.8% | +24.9% | -55.7% | -37.3% |
| 5Y | -75.6% | +144.6% | -220.2% | -81.8% |
| 10Y | +159.6% | +229.4% | -69.9% | +71.5% |
| All | +159.6% | +243.1% | -83.5% | +71.5% |
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