+180.6%
HALO vs EPAM
-36.8%
+217.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -20.2% | +9.1% | -29.2% | -20.8% |
| 30D | -6.8% | +38.5% | -45.3% | -9.7% |
| 3M | -0.2% | +61.0% | -61.2% | -5.2% |
| 6M | +60.5% | +58.0% | +2.5% | +51.7% |
| YTD | +52.9% | -23.5% | +76.4% | +56.4% |
| 1Y | +50.8% | -10.5% | +61.4% | +50.9% |
| 3Y | +180.6% | -33.8% | +214.4% | +166.9% |
| All | +180.6% | -36.8% | +217.4% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling