-19.8%
HD vs EPAM
-32.1%
+12.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | -2.1% | +2.0% | -4.0% | -2.2% |
| 30D | -8.4% | +6.5% | -14.9% | -9.0% |
| 3M | +4.3% | +19.9% | -15.6% | +2.8% |
| 6M | -11.1% | -16.9% | +5.8% | -11.3% |
| YTD | -4.7% | -42.9% | +38.2% | -4.1% |
| 1Y | -19.8% | -30.4% | +10.6% | -20.5% |
| All | -19.8% | -32.1% | +12.3% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling