+10.8%
HD vs EPAM
-81.9%
+92.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 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% | +1.2% |
| 6M | -11.1% | -16.9% | +5.8% | -9.6% |
| YTD | -4.7% | -42.9% | +38.2% | +1.5% |
| 1Y | -19.8% | -30.4% | +10.6% | -17.3% |
| 3Y | +4.1% | -54.7% | +58.8% | +11.6% |
| All | +10.8% | -81.9% | +92.7% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling