+48.9%
EPAM vs HRB
+79.9%
-31.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.4% | -2.6% |
| 7D | +13.4% | +2.7% | +10.7% | +12.2% |
| 30D | +47.1% | +22.1% | +25.0% | +37.8% |
| 3M | +71.2% | +15.7% | +55.5% | +61.8% |
| 6M | +48.9% | +83.3% | -34.4% | +30.2% |
| All | +48.9% | +79.9% | -31.0% | +30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling