-17.4%
HAL vs EPAM
+158.4%
-175.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.6% | -1.1% | +3.8% | +2.8% |
| 30D | -0.1% | +41.8% | -41.9% | -7.0% |
| 3M | -1.1% | +63.4% | -64.5% | -10.5% |
| 6M | -20.7% | +72.2% | -92.9% | -29.9% |
| YTD | +17.5% | -20.0% | +37.6% | +19.5% |
| 1Y | +24.1% | -9.0% | +33.2% | +22.8% |
| 3Y | -8.4% | -30.4% | +22.0% | -7.7% |
| 5Y | +53.2% | -75.6% | +128.8% | +92.5% |
| All | -17.4% | +158.4% | -175.9% | -50.6% |
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