+901.7%
HD vs EPAM
+751.2%
+150.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | -2.1% | +2.0% | -4.0% | -2.4% |
| 30D | -8.4% | +6.5% | -14.9% | -9.8% |
| 3M | +4.3% | +19.9% | -15.6% | -0.1% |
| 6M | -11.1% | -16.9% | +5.8% | -9.1% |
| YTD | -4.7% | -42.9% | +38.2% | +3.8% |
| 1Y | -19.8% | -30.4% | +10.6% | -16.3% |
| 3Y | +4.1% | -54.7% | +58.8% | +14.6% |
| 5Y | +10.3% | -81.8% | +92.1% | +35.9% |
| 10Y | +203.2% | +65.5% | +137.7% | +135.7% |
| All | +901.7% | +751.2% | +150.5% | +586.8% |
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 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