+68.3%
HAL vs EPAM
-32.1%
+100.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | +2.9% | +2.0% | +1.0% | +2.9% |
| 30D | +17.0% | +6.5% | +10.5% | +16.9% |
| 3M | -9.7% | +19.9% | -29.6% | -10.0% |
| 6M | +8.6% | -16.9% | +25.6% | +11.2% |
| YTD | +33.0% | -42.9% | +75.9% | +41.6% |
| 1Y | +68.3% | -30.4% | +98.7% | +51.3% |
| All | +68.3% | -32.1% | +100.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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