+59.2%
HAL vs EPAM
-75.7%
+134.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +6.1% | +2.4% | +3.7% | +5.9% |
| 30D | +2.9% | +42.3% | -39.4% | 0.0% |
| 3M | +3.3% | +60.7% | -57.3% | -0.5% |
| 6M | -16.9% | +80.5% | -97.4% | -21.2% |
| YTD | +21.2% | -20.4% | +41.6% | +22.7% |
| 1Y | +27.5% | -9.6% | +37.1% | +27.6% |
| 3Y | -6.4% | -30.5% | +24.0% | -6.6% |
| All | +59.2% | -75.7% | +134.9% | +75.2% |
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