+39.7%
HAL vs EPAM
-77.4%
+117.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | 0.0% |
| 7D | -12.0% | +13.4% | -25.4% | -12.9% |
| 30D | +0.3% | +47.1% | -46.8% | -2.8% |
| 3M | -1.6% | +71.2% | -72.8% | -5.9% |
| 6M | -20.5% | +48.9% | -69.4% | -23.4% |
| YTD | +14.2% | -22.2% | +36.5% | +15.9% |
| 1Y | +18.9% | -5.2% | +24.0% | +18.3% |
| 3Y | -13.7% | -34.9% | +21.2% | -13.5% |
| All | +39.7% | -77.4% | +117.2% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling