+101.9%
HAS vs EPAM
+163.7%
-61.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +2.2% | +9.1% | -6.9% | -0.2% |
| 30D | +29.6% | +38.5% | -8.9% | +20.4% |
| 3M | +30.3% | +61.0% | -30.7% | +17.1% |
| 6M | +25.6% | +58.0% | -32.4% | +11.8% |
| YTD | +50.8% | -23.5% | +74.3% | +55.3% |
| 1Y | +63.0% | -10.5% | +73.6% | +61.9% |
| 3Y | +211.6% | -33.8% | +245.4% | +218.0% |
| 5Y | +50.4% | -78.1% | +128.5% | +90.2% |
| 10Y | +101.9% | +157.7% | -55.8% | +18.8% |
| All | +101.9% | +163.7% | -61.8% | +18.8% |
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