+100.5%
HAS vs EPAM
+170.1%
-69.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | +0.3% |
| 7D | -0.2% | +13.4% | -13.5% | -3.2% |
| 30D | +31.0% | +47.1% | -16.0% | +20.3% |
| 3M | +30.7% | +71.2% | -40.5% | +15.9% |
| 6M | +23.9% | +48.9% | -25.0% | +11.7% |
| YTD | +48.3% | -22.2% | +70.6% | +52.3% |
| 1Y | +60.2% | -5.2% | +65.4% | +57.1% |
| 3Y | +189.2% | -34.9% | +224.2% | +196.5% |
| 5Y | +50.4% | -77.4% | +127.8% | +88.5% |
| All | +100.5% | +170.1% | -69.7% | +17.5% |
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