+122.4%
HL vs EPAM
+163.7%
-41.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.8% |
| 7D | +13.8% | +9.1% | +4.8% | +11.3% |
| 30D | -9.7% | +38.5% | -48.2% | -16.0% |
| 3M | -8.5% | +61.0% | -69.5% | -17.4% |
| 6M | -17.2% | +58.0% | -75.2% | -25.9% |
| YTD | -19.6% | -23.5% | +3.8% | -17.5% |
| 1Y | +11.1% | -10.5% | +21.7% | +10.4% |
| 3Y | +299.7% | -33.8% | +333.5% | +306.7% |
| 5Y | +156.5% | -78.1% | +234.6% | +229.7% |
| 10Y | +122.4% | +157.7% | -35.3% | +70.3% |
| All | +122.4% | +163.7% | -41.3% | +70.3% |
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