+5.8%
HD vs EPAM
-54.6%
+60.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | -2.1% | +2.0% | -4.0% | -2.3% |
| 30D | -8.4% | +6.5% | -14.9% | -9.4% |
| 3M | +4.3% | +19.9% | -15.6% | +1.4% |
| 6M | -11.1% | -16.9% | +5.8% | -9.5% |
| YTD | -4.7% | -42.9% | +38.2% | +1.8% |
| 1Y | -19.8% | -30.4% | +10.6% | -17.4% |
| All | +5.8% | -54.6% | +60.4% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling