+51.2%
HAS vs EPAM
-77.2%
+128.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +20.6% | -22.3% | -4.6% |
| 7D | 0.0% | +23.0% | -23.0% | -3.3% |
| 30D | +31.3% | +51.6% | -20.3% | +23.1% |
| 3M | +32.1% | +50.8% | -18.7% | +23.5% |
| 6M | +28.1% | +51.1% | -23.0% | +19.0% |
| YTD | +49.1% | -19.1% | +68.2% | +51.6% |
| 1Y | +60.5% | +3.0% | +57.5% | +56.7% |
| 3Y | +183.9% | -31.2% | +215.0% | +186.1% |
| 5Y | +51.2% | -76.5% | +127.7% | +66.4% |
| All | +51.2% | -77.2% | +128.4% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling