-77.8%
EPAM vs HRB
+145.8%
-223.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.4% | -2.5% |
| 7D | +13.4% | +2.7% | +10.7% | +12.3% |
| 30D | +47.1% | +22.1% | +25.0% | +37.9% |
| 3M | +71.2% | +15.7% | +55.5% | +62.3% |
| 6M | +48.9% | +83.3% | -34.4% | +23.1% |
| YTD | -22.2% | +25.0% | -47.3% | -28.6% |
| 1Y | -5.2% | +6.9% | -12.1% | -9.5% |
| 3Y | -34.9% | +39.0% | -74.0% | -44.3% |
| All | -77.8% | +145.8% | -223.6% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling