-55.5%
EPAM vs HRB
+38.9%
-94.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.2% |
| 7D | +2.0% | -5.7% | +7.6% | +3.7% |
| 30D | +6.5% | +7.9% | -1.4% | +3.7% |
| 3M | +19.9% | +32.1% | -12.2% | +10.2% |
| 6M | -16.9% | +62.2% | -79.2% | -27.4% |
| YTD | -42.9% | +16.4% | -59.3% | -46.5% |
| 1Y | -30.4% | -0.3% | -30.1% | -32.9% |
| All | -55.5% | +38.9% | -94.4% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling