+317.5%
HAS vs EPAM
+751.2%
-433.7%
-63.8%
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 | -1.8% | +2.0% | -3.8% | -2.2% |
| 30D | +2.3% | +6.5% | -4.3% | +0.7% |
| 3M | +10.4% | +19.9% | -9.6% | +5.7% |
| 6M | -3.2% | -16.9% | +13.7% | -1.2% |
| YTD | +15.4% | -42.9% | +58.3% | +25.6% |
| 1Y | +18.8% | -30.4% | +49.2% | +24.0% |
| 3Y | +43.9% | -54.7% | +98.7% | +58.3% |
| 5Y | +13.9% | -81.8% | +95.7% | +39.1% |
| 10Y | +56.4% | +65.5% | -9.0% | +23.0% |
| All | +317.5% | +751.2% | -433.7% | +187.0% |
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