+991.9%
HD vs EPAM
+1,105.1%
-113.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +20.6% | -22.2% | -5.4% |
| 7D | +6.4% | +23.0% | -16.6% | +1.9% |
| 30D | +22.1% | +51.6% | -29.5% | +12.3% |
| 3M | -0.2% | +50.8% | -51.0% | -8.5% |
| 6M | +12.6% | +51.1% | -38.5% | +2.4% |
| YTD | +3.9% | -19.1% | +23.0% | +5.4% |
| 1Y | -3.7% | +3.0% | -6.7% | -7.1% |
| 3Y | +27.9% | -31.2% | +59.0% | +29.2% |
| 5Y | +7.8% | -76.5% | +84.3% | +26.7% |
| 10Y | +269.4% | +168.4% | +100.9% | +162.8% |
| All | +991.9% | +1,105.1% | -113.2% | +597.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling