+311.7%
HIG vs EPAM
+63.0%
+248.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.5% | -2.2% | +1.7% | -0.2% |
| 30D | -2.8% | +17.8% | -20.6% | -5.2% |
| 3M | +6.3% | +19.9% | -13.5% | +2.8% |
| 6M | -0.1% | -21.6% | +21.5% | +2.5% |
| YTD | +0.4% | -44.0% | +44.5% | +7.6% |
| 1Y | +6.2% | -30.5% | +36.7% | +9.7% |
| 3Y | +101.6% | -56.8% | +158.4% | +117.8% |
| 5Y | +119.8% | -81.7% | +201.5% | +162.5% |
| 10Y | +311.7% | +68.4% | +243.3% | +170.2% |
| All | +311.7% | +63.0% | +248.7% | +170.2% |
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