+11.4%
HAL vs EPAM
+1,058.6%
-1,047.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.4% |
| 7D | -12.0% | +13.4% | -25.4% | -14.3% |
| 30D | +0.3% | +47.1% | -46.8% | -6.9% |
| 3M | -1.6% | +71.2% | -72.8% | -11.3% |
| 6M | -20.5% | +48.9% | -69.4% | -27.4% |
| YTD | +14.2% | -22.2% | +36.5% | +16.4% |
| 1Y | +18.9% | -5.2% | +24.0% | +16.5% |
| 3Y | -13.7% | -34.9% | +21.2% | -12.1% |
| 5Y | +42.2% | -77.4% | +119.6% | +69.3% |
| 10Y | -16.7% | +158.1% | -174.8% | -45.2% |
| All | +11.4% | +1,058.6% | -1,047.2% | -38.4% |
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