+25.0%
HL vs EPAM
-15.2%
+40.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.6% | +13.8% | +13.2% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | -12.1% | +24.9% | -37.0% | -14.5% |
| 3M | -2.8% | +22.6% | -25.4% | -6.0% |
| 6M | -14.9% | +24.2% | -39.1% | -16.0% |
| YTD | -22.0% | -33.0% | +10.9% | -16.8% |
| 1Y | +25.0% | -13.3% | +38.3% | -9.8% |
| All | +25.0% | -15.2% | +40.2% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling