+241.8%
HDB vs EPAM
+1,058.6%
-816.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.6% | +2.5% |
| 7D | +13.3% | +13.4% | 0.0% | +10.3% |
| 30D | +13.6% | +47.1% | -33.5% | +5.2% |
| 3M | +5.8% | +71.2% | -65.4% | -4.9% |
| 6M | -1.9% | +48.9% | -50.8% | -10.5% |
| YTD | -31.2% | -22.2% | -9.0% | -29.7% |
| 1Y | -29.6% | -5.2% | -24.4% | -30.9% |
| 3Y | -10.1% | -34.9% | +24.9% | -8.4% |
| 5Y | -24.3% | -77.4% | +53.1% | -10.9% |
| 10Y | +59.3% | +158.1% | -98.8% | +6.2% |
| All | +241.8% | +1,058.6% | -816.8% | +82.0% |
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 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