+284.2%
HL vs EPAM
+63.0%
+221.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.0% |
| 7D | +0.4% | -2.2% | +2.5% | +0.8% |
| 30D | +18.8% | +17.8% | +1.0% | +15.1% |
| 3M | +43.7% | +19.9% | +23.8% | +37.5% |
| 6M | -1.0% | -21.6% | +20.5% | +2.6% |
| YTD | +8.7% | -44.0% | +52.7% | +19.8% |
| 1Y | +105.0% | -30.5% | +135.5% | +114.9% |
| 3Y | +427.3% | -56.8% | +484.1% | +490.9% |
| 5Y | +249.3% | -81.7% | +331.0% | +355.5% |
| 10Y | +284.2% | +68.4% | +215.7% | +220.8% |
| All | +284.2% | +63.0% | +221.1% | +220.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling