+812.4%
HALO vs EPAM
+1,040.5%
-228.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -20.2% | +9.1% | -29.2% | -22.4% |
| 30D | -6.8% | +38.5% | -45.3% | -14.6% |
| 3M | -0.2% | +61.0% | -61.2% | -12.4% |
| 6M | +60.5% | +58.0% | +2.5% | +39.4% |
| YTD | +52.9% | -23.5% | +76.4% | +57.4% |
| 1Y | +50.8% | -10.5% | +61.4% | +48.7% |
| 3Y | +180.6% | -33.8% | +214.4% | +185.1% |
| 5Y | +166.6% | -78.1% | +244.7% | +238.9% |
| 10Y | +801.2% | +157.7% | +643.5% | +297.5% |
| All | +812.4% | +1,040.5% | -228.1% | +196.3% |
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