+808.6%
HIG vs EPAM
+751.2%
+57.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | +0.3% | +2.0% | -1.6% | 0.0% |
| 30D | -3.2% | +6.5% | -9.7% | -4.5% |
| 3M | +9.1% | +19.9% | -10.8% | +5.4% |
| 6M | -1.8% | -16.9% | +15.2% | 0.0% |
| YTD | +1.8% | -42.9% | +44.6% | +8.9% |
| 1Y | +4.6% | -30.4% | +34.9% | +8.1% |
| 3Y | +101.6% | -54.7% | +156.4% | +116.7% |
| 5Y | +124.5% | -81.8% | +206.3% | +164.0% |
| 10Y | +317.8% | +65.5% | +252.4% | +196.9% |
| All | +808.6% | +751.2% | +57.4% | +398.4% |
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