-14.0%
EPAM vs HRB
+8.1%
-22.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.3% |
| 7D | +9.1% | -2.4% | +11.5% | +9.9% |
| 30D | +38.5% | +15.7% | +22.8% | +30.4% |
| 3M | +61.0% | +11.4% | +49.6% | +52.5% |
| 6M | +58.0% | +40.7% | +17.3% | +37.6% |
| YTD | -23.5% | +21.0% | -44.4% | -29.4% |
| All | -14.0% | +8.1% | -22.1% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling