+2.9%
HAL vs EPAM
+65.3%
-62.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | +2.9% | +2.0% | +1.0% | +2.6% |
| 30D | +17.0% | +6.5% | +10.5% | +15.1% |
| 3M | -9.7% | +19.9% | -29.6% | -13.7% |
| 6M | +8.6% | -16.9% | +25.6% | +11.0% |
| YTD | +33.0% | -42.9% | +75.9% | +45.1% |
| 1Y | +68.3% | -30.4% | +98.7% | +75.7% |
| 3Y | +0.1% | -54.7% | +54.8% | +10.0% |
| 5Y | +102.6% | -81.8% | +184.4% | +165.5% |
| All | +2.9% | +65.3% | -62.5% | -36.0% |
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