+876.9%
HALO vs EPAM
+751.2%
+125.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +4.6% | +2.0% | +2.6% | +4.1% |
| 30D | +31.8% | +6.5% | +25.3% | +29.2% |
| 3M | +53.9% | +19.9% | +34.0% | +45.3% |
| 6M | +57.4% | -16.9% | +74.3% | +62.2% |
| YTD | +63.7% | -42.9% | +106.6% | +83.3% |
| 1Y | +50.1% | -30.4% | +80.5% | +58.6% |
| 3Y | +157.3% | -54.7% | +212.1% | +190.8% |
| 5Y | +161.0% | -81.8% | +242.8% | +244.5% |
| 10Y | +1,018.7% | +65.5% | +953.2% | +468.9% |
| All | +876.9% | +751.2% | +125.7% | +245.0% |
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