+11.7%
HAL vs EPAM
+1,105.1%
-1,093.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +20.6% | -23.9% | -6.8% |
| 7D | -11.1% | +23.0% | -34.1% | -14.7% |
| 30D | -2.4% | +51.6% | -54.0% | -9.9% |
| 3M | +0.8% | +50.8% | -50.0% | -7.4% |
| 6M | -22.8% | +51.1% | -73.9% | -29.6% |
| YTD | +14.5% | -19.1% | +33.6% | +15.9% |
| 1Y | +20.2% | +3.0% | +17.2% | +16.0% |
| 3Y | -15.2% | -31.2% | +16.0% | -14.4% |
| 5Y | +42.5% | -76.5% | +119.0% | +68.6% |
| 10Y | -16.5% | +168.4% | -184.9% | -45.4% |
| All | +11.7% | +1,105.1% | -1,093.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling