+736.0%
EPAM vs HRB
+391.8%
+344.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.3% |
| 7D | +2.0% | -5.7% | +7.6% | +3.6% |
| 30D | +6.5% | +7.9% | -1.4% | +3.9% |
| 3M | +19.9% | +32.1% | -12.2% | +11.0% |
| 6M | -16.9% | +62.2% | -79.2% | -27.7% |
| YTD | -42.9% | +16.4% | -59.3% | -45.8% |
| 1Y | -30.4% | -0.3% | -30.1% | -31.5% |
| 3Y | -54.7% | +36.0% | -90.8% | -59.7% |
| 5Y | -81.8% | +125.2% | -207.0% | -86.0% |
| 10Y | +65.5% | +237.7% | -172.2% | +6.4% |
| All | +736.0% | +391.8% | +344.2% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling