+448.6%
HAS vs EPAM
+899.0%
-450.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.2% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | +31.6% | +24.9% | +6.7% | +26.2% |
| 3M | +33.9% | +22.6% | +11.3% | +28.2% |
| 6M | +31.4% | +24.2% | +7.2% | +24.5% |
| YTD | +51.6% | -33.0% | +84.6% | +60.0% |
| 1Y | +65.2% | -13.3% | +78.5% | +65.5% |
| 3Y | +188.7% | -42.9% | +231.7% | +203.7% |
| 5Y | +55.7% | -80.8% | +136.5% | +89.2% |
| 10Y | +108.8% | +122.5% | -13.8% | +56.6% |
| All | +448.6% | +899.0% | -450.4% | +265.5% |
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 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