+215.1%
HDB vs EPAM
+751.2%
-536.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | 0.0% |
| 7D | +0.4% | +2.0% | -1.5% | 0.0% |
| 30D | -2.8% | +6.5% | -9.3% | -4.3% |
| 3M | -3.5% | +19.9% | -23.5% | -7.6% |
| 6M | -24.7% | -16.9% | -7.8% | -23.0% |
| YTD | -36.6% | -42.9% | +6.3% | -31.0% |
| 1Y | -34.4% | -30.4% | -4.0% | -31.6% |
| 3Y | -24.4% | -54.7% | +30.3% | -17.2% |
| 5Y | -35.4% | -81.8% | +46.5% | -20.9% |
| 10Y | +39.5% | +65.5% | -25.9% | +1.4% |
| All | +215.1% | +751.2% | -536.1% | +78.7% |
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