+61.3%
HDB vs EPAM
+163.7%
-102.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.2% | +3.0% |
| 7D | +13.7% | +9.1% | +4.6% | +11.4% |
| 30D | +15.8% | +38.5% | -22.6% | +8.5% |
| 3M | +9.2% | +61.0% | -51.7% | -0.8% |
| 6M | +3.2% | +58.0% | -54.9% | -7.1% |
| YTD | -29.4% | -23.5% | -5.9% | -27.5% |
| 1Y | -27.9% | -10.5% | -17.4% | -28.4% |
| 3Y | -5.9% | -33.8% | +28.0% | -4.4% |
| 5Y | -23.5% | -78.1% | +54.6% | -5.2% |
| 10Y | +61.3% | +157.7% | -96.4% | -4.2% |
| All | +61.3% | +163.7% | -102.4% | -4.2% |
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