-19.1%
HAL vs EPAM
+163.7%
-182.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -7.9% | +9.1% | -16.9% | -9.8% |
| 30D | -2.1% | +38.5% | -40.5% | -8.4% |
| 3M | +0.4% | +61.0% | -60.5% | -8.9% |
| 6M | -19.2% | +58.0% | -77.3% | -27.4% |
| YTD | +14.4% | -23.5% | +37.8% | +17.3% |
| 1Y | +18.0% | -10.5% | +28.5% | +17.0% |
| 3Y | -9.7% | -33.8% | +24.1% | -8.2% |
| 5Y | +40.1% | -78.1% | +118.3% | +83.0% |
| 10Y | -19.1% | +157.7% | -176.8% | -50.4% |
| All | -19.1% | +163.7% | -182.8% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling