+64.5%
EPAM vs HRB
+213.0%
-148.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | +0.3% |
| 7D | -0.9% | -9.1% | +8.2% | +1.8% |
| 30D | +18.4% | +0.3% | +18.1% | +17.7% |
| 3M | +19.2% | +23.4% | -4.2% | +12.1% |
| 6M | -21.0% | +45.1% | -66.1% | -29.4% |
| YTD | -43.7% | +8.9% | -52.6% | -45.7% |
| 1Y | -29.9% | -7.9% | -22.0% | -29.5% |
| 3Y | -56.5% | +27.9% | -84.5% | -60.9% |
| 5Y | -81.7% | +108.3% | -190.0% | -85.7% |
| 10Y | +64.5% | +208.4% | -143.9% | +4.9% |
| All | +64.5% | +213.0% | -148.4% | +4.9% |
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