+66.7%
HDB vs EPAM
+157.4%
-90.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.7% | +2.4% | +0.3% | +2.3% |
| 30D | +14.1% | +42.3% | -28.2% | +6.3% |
| 3M | +11.8% | +60.7% | -48.8% | +1.6% |
| 6M | +8.2% | +80.5% | -72.3% | -5.0% |
| YTD | -29.3% | -20.4% | -8.9% | -28.0% |
| 1Y | -28.8% | -9.6% | -19.2% | -29.3% |
| 3Y | -7.5% | -30.5% | +23.0% | -6.9% |
| 5Y | -23.1% | -75.7% | +52.6% | -7.4% |
| All | +66.7% | +157.4% | -90.7% | -1.9% |
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