+247.2%
HD vs EPAM
+168.6%
+78.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.6% |
| 7D | +5.2% | +18.8% | -13.6% | +1.0% |
| 30D | +20.7% | +44.9% | -24.2% | +11.1% |
| 3M | +0.8% | +68.6% | -67.8% | -10.3% |
| 6M | +12.2% | +65.4% | -53.2% | -0.9% |
| YTD | +4.2% | -19.9% | +24.1% | +6.1% |
| 1Y | -2.6% | -10.0% | +7.4% | -3.4% |
| 3Y | +30.0% | -30.3% | +60.3% | +31.1% |
| 5Y | +8.1% | -75.7% | +83.8% | +34.4% |
| 10Y | +247.2% | +167.2% | +80.0% | +107.2% |
| All | +247.2% | +168.6% | +78.5% | +107.2% |
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