+800.8%
HIG vs EPAM
+1,084.1%
-283.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.7% | +18.5% | -19.2% | -3.5% |
| 30D | +5.4% | +44.0% | -38.7% | -0.7% |
| 3M | -0.9% | +63.0% | -63.9% | -8.6% |
| 6M | +4.8% | +67.3% | -62.5% | -4.5% |
| YTD | +0.9% | -20.5% | +21.4% | +2.2% |
| 1Y | +6.5% | -9.6% | +16.1% | +5.6% |
| 3Y | +95.7% | -30.8% | +126.6% | +96.2% |
| 5Y | +107.1% | -75.6% | +182.7% | +133.3% |
| 10Y | +262.6% | +159.6% | +103.1% | +139.1% |
| All | +800.8% | +1,084.1% | -283.4% | +367.7% |
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