+254.2%
HD vs EPAM
+170.1%
+84.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.1% |
| 7D | +4.3% | +13.4% | -9.0% | +1.2% |
| 30D | +20.2% | +47.1% | -26.9% | +10.3% |
| 3M | -1.0% | +71.2% | -72.2% | -12.2% |
| 6M | +7.9% | +48.9% | -41.0% | -2.6% |
| YTD | +2.0% | -22.2% | +24.2% | +4.5% |
| 1Y | -4.3% | -5.2% | +0.9% | -6.3% |
| 3Y | +25.9% | -34.9% | +60.9% | +29.0% |
| 5Y | +5.8% | -77.4% | +83.2% | +34.6% |
| All | +254.2% | +170.1% | +84.1% | +111.0% |
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 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