+243.3%
HL vs EPAM
-81.7%
+325.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | +7.1% | -0.9% | +7.9% | +7.2% |
| 30D | +21.4% | +18.4% | +3.1% | +18.9% |
| 3M | +37.4% | +19.2% | +18.2% | +33.7% |
| 6M | +0.4% | -21.0% | +21.4% | +2.9% |
| YTD | +6.7% | -43.7% | +50.4% | +13.9% |
| 1Y | +102.4% | -29.9% | +132.2% | +109.1% |
| 3Y | +417.4% | -56.5% | +474.0% | +458.0% |
| 5Y | +243.3% | -81.7% | +325.0% | +284.9% |
| All | +243.3% | -81.7% | +325.0% | +284.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling