-20.8%
HAL vs EPAM
+168.6%
-189.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.7% | -0.9% |
| 7D | -6.5% | +18.8% | -25.3% | -9.8% |
| 30D | -2.1% | +44.9% | -47.1% | -9.2% |
| 3M | -4.9% | +68.6% | -73.4% | -14.4% |
| 6M | -19.3% | +65.4% | -84.7% | -28.1% |
| YTD | +14.3% | -19.9% | +34.2% | +16.2% |
| 1Y | +17.3% | -10.0% | +27.3% | +16.4% |
| 3Y | -10.9% | -30.3% | +19.4% | -10.3% |
| 5Y | +47.4% | -75.7% | +123.1% | +85.5% |
| 10Y | -20.8% | +167.2% | -188.0% | -51.9% |
| All | -20.8% | +168.6% | -189.4% | -51.9% |
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