+967.5%
HALO vs EPAM
+63.0%
+904.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | +4.6% | +17.8% | -13.1% | +1.2% |
| 3M | +50.2% | +19.9% | +30.3% | +43.6% |
| 6M | +57.6% | -21.6% | +79.2% | +63.5% |
| YTD | +59.6% | -44.0% | +103.6% | +75.6% |
| 1Y | +41.2% | -30.5% | +71.7% | +47.7% |
| 3Y | +178.9% | -56.8% | +235.6% | +211.5% |
| 5Y | +160.1% | -81.7% | +241.8% | +236.6% |
| 10Y | +967.5% | +68.4% | +899.1% | +469.2% |
| All | +967.5% | +63.0% | +904.5% | +469.2% |
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 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