+118.5%
HIG vs EPAM
-81.7%
+200.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -4.9% | +18.4% | -23.3% | -6.2% |
| 3M | +6.8% | +19.2% | -12.4% | +4.9% |
| 6M | -1.7% | -21.0% | +19.3% | -0.5% |
| YTD | -0.2% | -43.7% | +43.5% | +3.4% |
| 1Y | +5.7% | -29.9% | +35.6% | +7.4% |
| 3Y | +100.3% | -56.5% | +156.8% | +107.9% |
| 5Y | +118.5% | -81.7% | +200.2% | +126.1% |
| All | +118.5% | -81.7% | +200.2% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling