+785.5%
HIG vs EPAM
+1,040.5%
-255.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -0.5% | +9.1% | -9.5% | -2.1% |
| 30D | +4.5% | +38.5% | -34.0% | -1.0% |
| 3M | -5.5% | +61.0% | -66.4% | -12.6% |
| 6M | +3.1% | +58.0% | -55.0% | -5.2% |
| YTD | -0.8% | -23.5% | +22.6% | +1.1% |
| 1Y | +6.1% | -10.5% | +16.6% | +5.3% |
| 3Y | +94.1% | -33.8% | +127.9% | +95.9% |
| 5Y | +106.4% | -78.1% | +184.6% | +137.7% |
| 10Y | +265.1% | +157.7% | +107.4% | +140.8% |
| All | +785.5% | +1,040.5% | -255.0% | +362.4% |
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