+64.9%
HDB vs EPAM
+165.6%
-100.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +6.9% | +18.5% | -11.6% | +3.2% |
| 30D | +15.2% | +44.0% | -28.8% | +7.1% |
| 3M | +11.7% | +63.0% | -51.3% | +1.2% |
| 6M | +7.5% | +67.3% | -59.7% | -4.2% |
| YTD | -28.8% | -20.5% | -8.3% | -27.4% |
| 1Y | -29.1% | -9.6% | -19.5% | -29.6% |
| 3Y | -7.0% | -30.8% | +23.8% | -6.3% |
| 5Y | -22.1% | -75.6% | +53.6% | -6.3% |
| 10Y | +64.9% | +159.6% | -94.7% | -4.0% |
| All | +64.9% | +165.6% | -100.7% | -4.0% |
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 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